+386.3%
UDR vs EXR
+2,662.2%
-2,275.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.9% |
| 7D | -2.0% | -2.6% | +0.6% | -0.1% |
| 30D | -5.2% | -7.2% | +2.0% | +0.1% |
| 3M | -5.8% | -3.5% | -2.3% | -3.4% |
| 6M | -1.7% | -5.3% | +3.6% | +1.8% |
| YTD | +2.4% | +9.4% | -7.0% | -5.2% |
| 1Y | -2.1% | +1.3% | -3.4% | -4.5% |
| 3Y | +4.2% | +22.4% | -18.2% | -15.6% |
| 5Y | -20.0% | -12.2% | -7.8% | -20.4% |
| 10Y | +44.6% | +148.6% | -103.9% | -40.0% |
| All | +386.3% | +2,662.2% | -2,275.9% | -69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling