+2,653.9%
UL vs UDR
+2,878.3%
-224.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.3% | -2.0% | +0.7% | -0.9% |
| 30D | +0.5% | -5.2% | +5.7% | +1.6% |
| 3M | +17.6% | -5.8% | +23.4% | +19.1% |
| 6M | -5.4% | -1.7% | -3.7% | -5.1% |
| YTD | +0.7% | +2.4% | -1.7% | 0.0% |
| 1Y | -9.3% | -2.1% | -7.1% | -9.0% |
| 3Y | +24.5% | +4.2% | +20.3% | +22.2% |
| 5Y | +23.2% | -20.0% | +43.2% | +26.5% |
| 10Y | +64.5% | +44.6% | +19.8% | +45.6% |
| All | +2,653.9% | +2,878.3% | -224.4% | +1,349.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling