+2,930.5%
UDR vs COO
+5,493.5%
-2,563.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.2% | +0.1% |
| 7D | +2.2% | +4.3% | -2.1% | +1.9% |
| 30D | +8.0% | +17.6% | -9.5% | +6.6% |
| 3M | -3.3% | -13.9% | +10.6% | -2.2% |
| 6M | +1.0% | +6.6% | -5.5% | +0.3% |
| YTD | +4.2% | -22.0% | +26.2% | +6.1% |
| 1Y | +10.8% | -8.8% | +19.6% | +11.4% |
| 3Y | +30.1% | -21.5% | +51.6% | +31.9% |
| 5Y | -18.9% | -41.0% | +22.1% | -16.2% |
| 10Y | +53.4% | +40.9% | +12.5% | +49.3% |
| All | +2,930.5% | +5,493.5% | -2,563.0% | +2,463.3% |
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