+21.2%
UL vs UDR
+4.1%
+17.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.1% |
| 7D | -3.2% | -3.3% | 0.0% | -2.4% |
| 30D | -0.6% | -5.6% | +5.1% | +1.0% |
| 3M | +9.4% | -9.4% | +18.9% | +12.3% |
| 6M | -4.1% | -3.0% | -1.2% | -3.4% |
| YTD | -2.0% | -0.4% | -1.6% | -2.0% |
| 1Y | -9.0% | -5.1% | -3.8% | -8.1% |
| All | +21.2% | +4.1% | +17.0% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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