+1,455.6%
UDR vs DAR
+1,481.7%
-26.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.4% |
| 7D | -2.4% | +9.2% | -11.6% | -3.1% |
| 30D | +6.7% | -12.3% | +19.0% | +7.7% |
| 3M | -1.8% | -12.7% | +11.0% | -0.9% |
| 6M | -1.8% | -12.8% | +11.0% | -1.0% |
| YTD | +2.5% | +53.8% | -51.3% | -1.5% |
| 1Y | +7.9% | +60.3% | -52.4% | +3.2% |
| 3Y | +25.1% | +31.7% | -6.7% | +20.2% |
| 5Y | -21.2% | -27.7% | +6.6% | -21.2% |
| 10Y | +52.9% | +309.8% | -256.8% | +32.5% |
| All | +1,455.6% | +1,481.7% | -26.1% | +1,232.0% |
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