+447.9%
UDR vs VO
+825.6%
-377.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.8% |
| 7D | -0.4% | +3.1% | -3.5% | -3.7% |
| 30D | +7.8% | +2.2% | +5.6% | +5.0% |
| 3M | -2.8% | -2.5% | -0.3% | -0.4% |
| 6M | -1.4% | +7.0% | -8.4% | -8.9% |
| YTD | +3.4% | +14.0% | -10.6% | -11.2% |
| 1Y | +9.9% | +15.6% | -5.8% | -7.2% |
| 3Y | +28.5% | +66.2% | -37.7% | -28.0% |
| 5Y | -20.5% | +36.6% | -57.1% | -45.7% |
| 10Y | +54.2% | +199.0% | -144.7% | -60.2% |
| All | +447.9% | +825.6% | -377.7% | -63.5% |
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