+96.6%
USB vs UDR
+27.6%
+69.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | -0.1% |
| 7D | +2.4% | +7.2% | -4.8% | -1.6% |
| 30D | +6.6% | +10.5% | -3.9% | +0.6% |
| 3M | -4.1% | -2.3% | -1.8% | -3.0% |
| 6M | +12.5% | +4.0% | +8.5% | +9.3% |
| YTD | +17.6% | +5.6% | +12.0% | +12.6% |
| 1Y | +36.5% | +13.0% | +23.5% | +24.7% |
| All | +96.6% | +27.6% | +69.0% | +57.8% |
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 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