+1,247.5%
UDR vs EXEL
+264.7%
+982.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.4% |
| 7D | -2.1% | +1.4% | -3.4% | -2.2% |
| 30D | -5.6% | +6.7% | -12.3% | -6.5% |
| 3M | -5.8% | +11.5% | -17.2% | -7.3% |
| 6M | -1.1% | +38.8% | -39.9% | -5.6% |
| YTD | +1.6% | +31.6% | -30.0% | -2.5% |
| 1Y | -2.7% | +53.0% | -55.7% | -8.7% |
| 3Y | +6.3% | +160.8% | -154.5% | -8.6% |
| 5Y | -19.3% | +190.1% | -209.4% | -32.3% |
| 10Y | +46.0% | +367.0% | -321.0% | +5.7% |
| All | +1,247.5% | +264.7% | +982.8% | +554.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling