-20.2%
UDR vs SPY
+74.6%
-94.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.2% |
| 7D | -1.8% | -0.9% | -0.9% | -1.3% |
| 30D | +7.9% | -2.4% | +10.3% | +9.5% |
| 3M | -0.8% | -1.2% | +0.4% | -0.3% |
| 6M | 0.0% | +3.3% | -3.3% | -2.9% |
| YTD | +3.7% | +12.3% | -8.6% | -5.3% |
| 1Y | +8.5% | +12.4% | -3.9% | -1.1% |
| 3Y | +26.6% | +78.8% | -52.2% | -21.4% |
| 5Y | -20.2% | +75.2% | -95.4% | -49.6% |
| All | -20.2% | +74.6% | -94.8% | -49.6% |
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