-4.8%
UPST vs UDR
+17.8%
-22.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.7% |
| 7D | -3.5% | -2.0% | -1.5% | -1.4% |
| 30D | -7.1% | -5.2% | -1.9% | -1.3% |
| 3M | -13.1% | -5.8% | -7.3% | -8.1% |
| 6M | -1.1% | -1.7% | +0.6% | -1.4% |
| YTD | -35.9% | +2.4% | -38.2% | -39.3% |
| 1Y | -57.4% | -2.1% | -55.3% | -57.6% |
| 3Y | -14.9% | +4.2% | -19.1% | -20.5% |
| 5Y | -88.7% | -20.0% | -68.7% | -86.6% |
| All | -4.8% | +17.8% | -22.6% | +41.5% |
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