+1,157.2%
URI vs UDR
+42.1%
+1,115.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +1.0% |
| 7D | +2.5% | -2.1% | +4.6% | +3.8% |
| 30D | -12.5% | -5.6% | -6.9% | -9.6% |
| 3M | -6.2% | -5.8% | -0.4% | -3.3% |
| 6M | +25.9% | -1.1% | +27.0% | +25.9% |
| YTD | +26.2% | +1.6% | +24.6% | +23.8% |
| 1Y | +5.5% | -2.7% | +8.2% | +5.9% |
| 3Y | +125.0% | +6.3% | +118.7% | +111.5% |
| 5Y | +210.4% | -19.3% | +229.7% | +237.9% |
| 10Y | +1,157.2% | +46.0% | +1,111.2% | +975.0% |
| All | +1,157.2% | +42.1% | +1,115.1% | +975.0% |
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