+8.5%
UDR vs EXR
+26.8%
-18.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.4% |
| 7D | -1.8% | -1.1% | -0.6% | -1.2% |
| 30D | +7.9% | +18.8% | -10.8% | -0.8% |
| 3M | -0.8% | +9.9% | -10.7% | -5.4% |
| 6M | 0.0% | +12.6% | -12.7% | -5.6% |
| YTD | +3.7% | +26.5% | -22.8% | -9.3% |
| 1Y | +8.5% | +24.5% | -16.0% | -4.1% |
| All | +8.5% | +26.8% | -18.3% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1y: compounded portfolio wealth divided by compounded EXR 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…
1y analysis · Full analysis span regression · 6 months rolling