-8.4%
UPST vs UDR
+16.9%
-25.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.0% |
| 7D | -1.5% | -2.1% | +0.6% | +0.8% |
| 30D | -13.2% | -5.6% | -7.6% | -7.4% |
| 3M | -13.0% | -5.8% | -7.2% | -7.8% |
| 6M | -2.9% | -1.1% | -1.8% | -3.9% |
| YTD | -38.3% | +1.6% | -39.9% | -41.1% |
| 1Y | -60.5% | -2.7% | -57.8% | -60.4% |
| 3Y | -11.7% | +6.3% | -18.0% | -19.5% |
| 5Y | -90.2% | -19.3% | -70.8% | -88.2% |
| All | -8.4% | +16.9% | -25.4% | +37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling