+47.9%
UDR vs URA
+369.2%
-321.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.8% |
| 7D | -3.3% | +5.7% | -9.0% | -4.0% |
| 30D | -5.6% | +5.6% | -11.2% | -6.5% |
| 3M | -9.4% | +6.2% | -15.6% | -10.5% |
| 6M | -3.0% | -8.2% | +5.3% | -2.8% |
| YTD | -0.4% | +9.7% | -10.1% | -3.7% |
| 1Y | -5.1% | +17.0% | -22.1% | -10.3% |
| 3Y | +4.2% | +118.5% | -114.3% | -15.4% |
| 5Y | -19.5% | +134.3% | -153.9% | -38.1% |
| 10Y | +47.9% | +377.5% | -329.6% | -6.6% |
| All | +47.9% | +369.2% | -321.4% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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