+108.7%
USB vs UDR
+44.2%
+64.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | -2.0% | +3.4% | +2.7% |
| 30D | -1.3% | -5.2% | +3.9% | +1.8% |
| 3M | +15.2% | -5.8% | +21.0% | +19.1% |
| 6M | +18.8% | -1.7% | +20.5% | +19.3% |
| YTD | +21.0% | +2.4% | +18.6% | +18.1% |
| 1Y | +34.0% | -2.1% | +36.1% | +34.2% |
| 3Y | +95.3% | +4.2% | +91.1% | +86.7% |
| 5Y | +40.4% | -20.0% | +60.4% | +54.3% |
| All | +108.7% | +44.2% | +64.5% | +80.8% |
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 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