-19.8%
UDR vs XPO
+261.3%
-281.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -3.5% | -5.7% | +2.2% | -2.6% |
| 30D | -5.3% | -12.8% | +7.5% | -3.3% |
| 3M | -9.5% | -20.0% | +10.4% | -6.5% |
| 6M | -0.7% | -6.0% | +5.4% | -0.2% |
| YTD | -1.2% | +34.0% | -35.2% | -6.9% |
| 1Y | -5.7% | +35.6% | -41.3% | -11.8% |
| 3Y | +3.7% | +152.3% | -148.6% | -16.4% |
| All | -19.8% | +261.3% | -281.1% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling