-18.9%
UDR vs EXR
-0.5%
-18.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | 0.0% |
| 7D | +2.2% | +2.7% | -0.5% | +0.8% |
| 30D | +8.0% | +18.9% | -10.9% | -1.5% |
| 3M | -3.3% | +8.4% | -11.6% | -7.4% |
| 6M | +1.0% | +14.3% | -13.3% | -6.0% |
| YTD | +4.2% | +27.2% | -23.1% | -8.9% |
| 1Y | +10.8% | +25.9% | -15.1% | -2.6% |
| 3Y | +30.1% | +54.6% | -24.5% | -0.1% |
| 5Y | -18.9% | -0.6% | -18.3% | -24.6% |
| All | -18.9% | -0.5% | -18.5% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling