+6.3%
UDR vs EXR
+23.6%
-17.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -2.1% | -0.7% | -1.4% | -1.7% |
| 30D | -5.6% | -6.9% | +1.3% | -2.2% |
| 3M | -5.8% | -3.0% | -2.8% | -4.3% |
| 6M | -1.1% | -2.9% | +1.8% | +0.2% |
| YTD | +1.6% | +9.3% | -7.7% | -3.3% |
| 1Y | -2.7% | -0.9% | -1.7% | -2.9% |
| 3Y | +6.3% | +24.7% | -18.4% | -4.4% |
| All | +6.3% | +23.6% | -17.3% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling