+44.5%
UDR vs DAR
+375.1%
-330.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | -3.4% | +0.9% | -4.3% | -3.6% |
| 30D | -5.4% | +6.4% | -11.9% | -6.9% |
| 3M | -10.0% | +13.2% | -23.2% | -12.8% |
| 6M | -2.5% | +26.2% | -28.7% | -8.2% |
| YTD | -1.1% | +84.4% | -85.5% | -14.7% |
| 1Y | -3.9% | +112.0% | -115.9% | -20.3% |
| 3Y | +3.4% | +13.4% | -9.9% | -3.5% |
| 5Y | -18.9% | -6.0% | -12.9% | -23.7% |
| All | +44.5% | +375.1% | -330.6% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DAR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling