+5.4%
UPST vs UDR
+26.8%
-21.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.3% |
| 7D | +4.4% | +2.2% | +2.2% | +2.2% |
| 30D | -7.7% | +8.0% | -15.7% | -15.3% |
| 3M | -28.4% | -3.3% | -25.2% | -25.8% |
| 6M | -23.2% | +1.0% | -24.2% | -25.7% |
| YTD | -49.1% | +4.2% | -53.3% | -53.0% |
| 1Y | -42.4% | +10.8% | -53.2% | -51.4% |
| 3Y | +5.4% | +30.1% | -24.8% | -46.2% |
| All | +5.4% | +26.8% | -21.5% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling