+6,893.4%
URI vs UDR
+1,086.3%
+5,807.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.0% | -2.0% | 0.0% | -0.8% |
| 30D | -12.9% | -5.2% | -7.8% | -10.3% |
| 3M | -6.7% | -5.8% | -0.9% | -3.9% |
| 6M | +19.0% | -1.7% | +20.7% | +19.6% |
| YTD | +25.5% | +2.4% | +23.2% | +22.8% |
| 1Y | +5.5% | -2.1% | +7.7% | +5.6% |
| 3Y | +111.3% | +4.2% | +107.1% | +101.8% |
| 5Y | +198.6% | -20.0% | +218.5% | +227.5% |
| 10Y | +1,179.9% | +44.6% | +1,135.3% | +860.8% |
| All | +6,893.4% | +1,086.3% | +5,807.1% | +1,451.9% |
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