+2,882.6%
UDR vs COO
+5,341.2%
-2,458.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -2.4% | -2.1% | -0.3% | -2.2% |
| 30D | +6.7% | +13.9% | -7.2% | +5.5% |
| 3M | -1.8% | -18.9% | +17.2% | -0.1% |
| 6M | -1.8% | +3.7% | -5.5% | -2.3% |
| YTD | +2.5% | -24.1% | +26.6% | +4.7% |
| 1Y | +7.9% | -14.2% | +22.1% | +9.0% |
| 3Y | +25.1% | -24.5% | +49.5% | +27.2% |
| 5Y | -21.2% | -40.4% | +19.3% | -18.5% |
| 10Y | +52.9% | +40.5% | +12.4% | +48.9% |
| All | +2,882.6% | +5,341.2% | -2,458.7% | +2,428.8% |
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