+442.5%
UDR vs VO
+827.2%
-384.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.3% |
| 7D | -2.0% | -0.3% | -1.7% | -1.7% |
| 30D | -5.2% | -0.3% | -4.9% | -4.9% |
| 3M | -5.8% | +2.9% | -8.7% | -9.0% |
| 6M | -1.7% | +9.3% | -11.0% | -11.3% |
| YTD | +2.4% | +14.2% | -11.8% | -12.1% |
| 1Y | -2.1% | +15.3% | -17.4% | -16.9% |
| 3Y | +4.2% | +56.2% | -52.0% | -37.3% |
| 5Y | -20.0% | +42.4% | -62.4% | -47.9% |
| 10Y | +44.6% | +194.7% | -150.1% | -61.9% |
| All | +442.5% | +827.2% | -384.7% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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