+22.0%
USB vs UDR
-18.0%
+40.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.2% |
| 7D | 0.0% | +3.0% | -3.0% | -1.6% |
| 30D | +5.8% | +10.3% | -4.4% | +0.1% |
| 3M | -6.0% | -2.9% | -3.0% | -4.6% |
| 6M | +7.8% | +0.3% | +7.4% | +7.0% |
| YTD | +14.6% | +3.8% | +10.8% | +11.1% |
| 1Y | +31.8% | +12.7% | +19.0% | +21.4% |
| 3Y | +91.5% | +27.6% | +64.0% | +64.0% |
| All | +22.0% | -18.0% | +40.0% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling