-18.7%
UDR vs URA
+124.0%
-142.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -2.0% | +1.1% | -3.1% | -2.1% |
| 30D | -5.2% | +7.4% | -12.6% | -5.9% |
| 3M | -5.8% | -8.4% | +2.6% | -5.2% |
| 6M | -1.7% | -12.7% | +11.0% | -1.0% |
| YTD | +2.4% | +7.8% | -5.4% | +0.1% |
| 1Y | -2.1% | +19.5% | -21.6% | -6.5% |
| 3Y | +4.2% | +116.4% | -112.2% | -12.3% |
| All | -18.7% | +124.0% | -142.7% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling