+50.0%
UDR vs EXEL
+320.7%
-270.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | -0.4% | -0.8% | +0.4% | -0.3% |
| 30D | +7.8% | +13.1% | -5.4% | +6.3% |
| 3M | -2.8% | +36.3% | -39.1% | -6.1% |
| 6M | -1.4% | +34.5% | -36.0% | -4.8% |
| YTD | +3.4% | +57.4% | -54.0% | -2.1% |
| 1Y | +9.9% | +62.9% | -53.1% | +3.5% |
| 3Y | +28.5% | +229.5% | -201.0% | +9.9% |
| 5Y | -20.5% | +281.2% | -301.7% | -33.7% |
| All | +50.0% | +320.7% | -270.7% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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