+27.4%
UDR vs EXEL
+234.5%
-207.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -2.4% | +1.6% | -4.0% | -2.5% |
| 30D | +6.7% | +17.4% | -10.7% | +5.0% |
| 3M | -1.8% | +38.6% | -40.4% | -4.9% |
| 6M | -1.8% | +41.2% | -43.0% | -5.1% |
| YTD | +2.5% | +59.3% | -56.8% | -2.3% |
| 1Y | +7.9% | +60.2% | -52.3% | +2.7% |
| All | +27.4% | +234.5% | -207.1% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling