+45.5%
UDR vs DAR
+383.2%
-337.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -3.3% | -0.2% | -3.1% | -3.2% |
| 30D | -5.6% | +7.4% | -13.1% | -7.3% |
| 3M | -9.4% | +15.7% | -25.1% | -12.7% |
| 6M | -3.0% | +30.0% | -33.0% | -9.2% |
| YTD | -0.4% | +87.5% | -87.9% | -14.4% |
| 1Y | -5.1% | +113.4% | -118.5% | -21.4% |
| 3Y | +4.2% | +15.3% | -11.1% | -3.1% |
| 5Y | -19.5% | -4.3% | -15.2% | -24.6% |
| All | +45.5% | +383.2% | -337.7% | -14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling