+1,478.4%
UDR vs DAR
+1,373.4%
+105.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | 0.0% |
| 7D | +2.0% | -3.8% | +5.9% | +2.3% |
| 30D | +7.9% | -14.4% | +22.3% | +9.2% |
| 3M | -1.5% | -17.9% | +16.5% | 0.0% |
| 6M | +0.9% | -18.3% | +19.2% | +2.3% |
| YTD | +4.0% | +43.2% | -39.2% | +0.5% |
| 1Y | +10.4% | +57.7% | -47.3% | +5.7% |
| 3Y | +26.9% | +22.7% | +4.2% | +22.7% |
| 5Y | -19.4% | -34.0% | +14.7% | -18.8% |
| 10Y | +57.0% | +279.5% | -222.5% | +36.9% |
| All | +1,478.4% | +1,373.4% | +105.0% | +1,259.6% |
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 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