-32.7%
UPS vs UDR
-20.8%
-11.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.4% |
| 7D | +3.8% | -0.4% | +4.2% | +4.0% |
| 30D | +17.4% | +7.8% | +9.6% | +13.6% |
| 3M | +8.2% | -2.8% | +11.0% | +9.5% |
| 6M | +17.9% | -1.4% | +19.4% | +18.5% |
| YTD | +18.7% | +3.4% | +15.3% | +16.4% |
| 1Y | +24.8% | +9.9% | +14.9% | +19.1% |
| 3Y | -4.5% | +28.5% | -33.0% | -16.6% |
| All | -32.7% | -20.8% | -11.9% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling