+40.3%
UDR vs JAAA
+29.3%
+11.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -5.6% | +0.5% | -6.1% | -6.3% |
| 3M | -5.8% | +1.2% | -7.0% | -7.6% |
| 6M | -1.1% | +2.8% | -4.0% | -5.5% |
| YTD | +1.6% | +3.2% | -1.6% | -3.4% |
| 1Y | -2.7% | +4.8% | -7.5% | -9.7% |
| 3Y | +6.3% | +19.0% | -12.7% | -11.1% |
| 5Y | -19.3% | +26.8% | -46.2% | -36.2% |
| All | +40.3% | +29.3% | +11.0% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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