+22.7%
USB vs UDR
-17.3%
+40.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | -1.5% | +4.5% | -6.0% | -3.9% |
| 30D | +4.3% | +9.6% | -5.3% | -1.0% |
| 3M | -6.1% | -2.7% | -3.3% | -4.8% |
| 6M | +9.4% | +1.8% | +7.6% | +7.8% |
| YTD | +15.2% | +5.0% | +10.2% | +10.9% |
| 1Y | +32.8% | +12.1% | +20.7% | +22.8% |
| 3Y | +91.3% | +26.2% | +65.1% | +64.7% |
| 5Y | +22.7% | -17.6% | +40.3% | +27.2% |
| All | +22.7% | -17.3% | +40.0% | +27.2% |
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