-47.5%
UPST vs UDR
+9.0%
-56.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.3% | +1.7% |
| 7D | -10.6% | -0.4% | -10.3% | -10.4% |
| 30D | -14.0% | +7.8% | -21.7% | -16.7% |
| 3M | -36.8% | -2.8% | -34.1% | -36.5% |
| 6M | -27.5% | -1.4% | -26.1% | -27.9% |
| YTD | -55.3% | +3.4% | -58.7% | -54.6% |
| 1Y | -47.5% | +9.9% | -57.4% | -47.8% |
| All | -47.5% | +9.0% | -56.6% | -47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling