+6.3%
UDR vs URA
+121.0%
-114.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.9% | -0.8% |
| 7D | -2.1% | +8.1% | -10.2% | -2.2% |
| 30D | -5.6% | +5.8% | -11.4% | -5.7% |
| 3M | -5.8% | +3.4% | -9.2% | -5.7% |
| 6M | -1.1% | -2.6% | +1.5% | -1.1% |
| YTD | +1.6% | +11.2% | -9.6% | +0.9% |
| 1Y | -2.7% | +19.8% | -22.5% | -4.3% |
| 3Y | +6.3% | +121.5% | -115.2% | -4.6% |
| All | +6.3% | +121.0% | -114.7% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling