+28.5%
UDR vs XPO
+133.2%
-104.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.4% | +0.6% |
| 7D | -0.4% | +9.0% | -9.3% | -1.5% |
| 30D | +7.8% | +4.2% | +3.6% | +7.1% |
| 3M | -2.8% | -8.7% | +5.9% | -1.8% |
| 6M | -1.4% | -2.8% | +1.3% | -1.4% |
| YTD | +3.4% | +41.9% | -38.5% | -2.1% |
| 1Y | +9.9% | +42.3% | -32.5% | +3.9% |
| 3Y | +28.5% | +127.3% | -98.8% | +12.0% |
| All | +28.5% | +133.2% | -104.7% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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