+1,737.4%
ULTA vs UDR
+252.5%
+1,484.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.6% | -0.4% |
| 7D | -1.8% | -3.3% | +1.5% | -0.3% |
| 30D | -1.2% | -5.6% | +4.4% | +1.4% |
| 3M | +13.4% | -9.4% | +22.8% | +18.5% |
| 6M | -15.6% | -3.0% | -12.7% | -14.8% |
| YTD | -10.4% | -0.4% | -10.0% | -10.8% |
| 1Y | +5.5% | -5.1% | +10.6% | +7.2% |
| 3Y | +31.0% | +4.2% | +26.8% | +24.7% |
| 5Y | +41.8% | -19.5% | +61.3% | +50.4% |
| 10Y | +127.0% | +47.9% | +79.1% | +77.5% |
| All | +1,737.4% | +252.5% | +1,484.9% | +684.0% |
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