-5.1%
UDR vs DAR
+116.5%
-121.7%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.0% |
| 7D | -3.3% | -0.2% | -3.1% | -3.2% |
| 30D | -5.6% | +7.4% | -13.1% | -5.8% |
| 3M | -9.4% | +15.7% | -25.1% | -9.8% |
| 6M | -3.0% | +30.0% | -33.0% | -4.4% |
| YTD | -0.4% | +87.5% | -87.9% | -4.9% |
| 1Y | -5.1% | +113.4% | -118.5% | -10.2% |
| All | -5.1% | +116.5% | -121.7% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling