+2,878.3%
UDR vs COO
+5,988.7%
-3,110.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | -2.0% | -2.2% | +0.2% | -1.8% |
| 30D | -5.2% | -7.0% | +1.8% | -4.6% |
| 3M | -5.8% | +12.2% | -18.0% | -6.8% |
| 6M | -1.7% | -15.1% | +13.4% | -0.4% |
| YTD | +2.4% | -15.1% | +17.5% | +3.7% |
| 1Y | -2.1% | +2.3% | -4.5% | -2.5% |
| 3Y | +4.2% | -23.7% | +27.9% | +6.0% |
| 5Y | -20.0% | -38.9% | +18.9% | -17.4% |
| 10Y | +44.6% | +49.9% | -5.3% | +40.1% |
| All | +2,878.3% | +5,988.7% | -3,110.4% | +2,404.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling