+166.2%
UDR vs URA
-31.1%
+197.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -2.0% | +1.1% | -3.1% | -2.2% |
| 30D | -5.2% | +7.4% | -12.6% | -6.5% |
| 3M | -5.8% | -8.4% | +2.6% | -5.0% |
| 6M | -1.7% | -12.7% | +11.0% | -0.7% |
| YTD | +2.4% | +7.8% | -5.4% | -1.4% |
| 1Y | -2.1% | +19.5% | -21.6% | -8.8% |
| 3Y | +4.2% | +116.4% | -112.2% | -17.6% |
| 5Y | -20.0% | +134.3% | -154.3% | -40.4% |
| 10Y | +44.6% | +359.3% | -314.6% | -15.2% |
| All | +166.2% | -31.1% | +197.3% | +139.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling