-19.8%
UDR vs SHAK
-25.1%
+5.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.4% |
| 7D | -3.4% | -11.0% | +7.6% | -1.8% |
| 30D | -5.4% | -14.0% | +8.6% | -3.5% |
| 3M | -10.0% | +13.3% | -23.2% | -11.9% |
| 6M | -2.5% | -35.3% | +32.8% | +2.2% |
| YTD | -1.1% | -24.0% | +22.9% | +0.8% |
| 1Y | -3.9% | -36.7% | +32.8% | +0.5% |
| 3Y | +3.4% | -5.4% | +8.8% | -3.0% |
| All | -19.8% | -25.1% | +5.4% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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