+227.0%
UPS vs UDR
+1,170.3%
-943.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.9% | -2.0% | -0.9% | -2.3% |
| 30D | -3.5% | -5.2% | +1.7% | -1.9% |
| 3M | -5.7% | -5.8% | +0.1% | -4.0% |
| 6M | -4.4% | -1.7% | -2.7% | -4.1% |
| YTD | +8.0% | +2.4% | +5.7% | +6.9% |
| 1Y | +29.0% | -2.1% | +31.1% | +29.2% |
| 3Y | -27.7% | +4.2% | -31.9% | -29.4% |
| 5Y | -34.3% | -20.0% | -14.3% | -31.2% |
| 10Y | +37.8% | +44.6% | -6.9% | +17.7% |
| All | +227.0% | +1,170.3% | -943.3% | +35.3% |
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 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