+1,623.0%
UDR vs SPY
+3,034.0%
-1,411.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.2% |
| 7D | -0.4% | +2.6% | -3.0% | -2.5% |
| 30D | +7.8% | -2.0% | +9.7% | +9.3% |
| 3M | -2.8% | -2.8% | 0.0% | -0.8% |
| 6M | -1.4% | +2.1% | -3.6% | -4.0% |
| YTD | +3.4% | +11.5% | -8.1% | -6.6% |
| 1Y | +9.9% | +13.5% | -3.6% | -2.3% |
| 3Y | +28.5% | +77.7% | -49.2% | -23.0% |
| 5Y | -20.5% | +72.6% | -93.1% | -51.5% |
| 10Y | +54.2% | +308.2% | -253.9% | -55.2% |
| All | +1,623.0% | +3,034.0% | -1,411.0% | +92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling