-19.5%
UDR vs SPY
+81.0%
-100.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.7% |
| 7D | -3.3% | -0.4% | -2.9% | -3.0% |
| 30D | -5.6% | -1.4% | -4.3% | -4.8% |
| 3M | -9.4% | +3.7% | -13.1% | -11.9% |
| 6M | -3.0% | +13.0% | -16.0% | -11.4% |
| YTD | -0.4% | +12.4% | -12.8% | -8.8% |
| 1Y | -5.1% | +18.5% | -23.7% | -16.7% |
| 3Y | +4.2% | +77.6% | -73.4% | -34.2% |
| 5Y | -19.5% | +81.7% | -101.2% | -50.1% |
| All | -19.5% | +81.0% | -100.5% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling