+1,453.3%
UDR vs DAR
+1,762.6%
-309.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -2.0% | +1.4% | -3.3% | -2.1% |
| 30D | -5.2% | +12.8% | -18.0% | -6.2% |
| 3M | -5.8% | +7.4% | -13.1% | -6.5% |
| 6M | -1.7% | +22.3% | -24.0% | -3.6% |
| YTD | +2.4% | +81.1% | -78.7% | -2.8% |
| 1Y | -2.1% | +106.5% | -108.6% | -8.3% |
| 3Y | +4.2% | +5.3% | -1.1% | +2.0% |
| 5Y | -20.0% | -11.5% | -8.4% | -21.3% |
| 10Y | +44.6% | +353.3% | -308.7% | +24.4% |
| All | +1,453.3% | +1,762.6% | -309.2% | +1,214.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling