+44.4%
UDR vs SPY
+322.5%
-278.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.7% |
| 7D | -3.5% | -0.8% | -2.7% | -2.9% |
| 30D | -5.3% | -1.1% | -4.2% | -4.6% |
| 3M | -9.5% | +3.9% | -13.4% | -12.4% |
| 6M | -0.7% | +13.6% | -14.3% | -10.7% |
| YTD | -1.2% | +12.7% | -13.9% | -10.7% |
| 1Y | -5.7% | +17.5% | -23.3% | -17.8% |
| 3Y | +3.7% | +76.9% | -73.2% | -36.3% |
| 5Y | -18.9% | +83.6% | -102.5% | -52.1% |
| All | +44.4% | +322.5% | -278.1% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling