+44.5%
UDR vs EXEL
+386.3%
-341.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | -3.4% | -2.9% | -0.5% | -3.1% |
| 30D | -5.4% | +11.9% | -17.3% | -6.5% |
| 3M | -10.0% | +9.2% | -19.2% | -10.9% |
| 6M | -2.5% | +39.1% | -41.6% | -6.0% |
| YTD | -1.1% | +31.0% | -32.1% | -4.2% |
| 1Y | -3.9% | +52.3% | -56.2% | -8.5% |
| 3Y | +3.4% | +159.7% | -156.3% | -8.1% |
| 5Y | -18.9% | +187.7% | -206.6% | -29.4% |
| All | +44.5% | +386.3% | -341.8% | +25.1% |
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