-34.5%
UPS vs UDR
-20.3%
-14.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -3.4% | -3.4% | 0.0% | -2.0% |
| 30D | -2.7% | -5.4% | +2.7% | -0.4% |
| 3M | -1.6% | -10.0% | +8.3% | +2.8% |
| 6M | +2.3% | -2.5% | +4.9% | +3.1% |
| YTD | +5.6% | -1.1% | +6.7% | +5.5% |
| 1Y | +27.1% | -3.9% | +30.9% | +28.3% |
| 3Y | -26.3% | +3.4% | -29.7% | -29.0% |
| 5Y | -34.5% | -18.9% | -15.6% | -30.3% |
| All | -34.5% | -20.3% | -14.2% | -30.3% |
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