+8,200.6%
USB vs UDR
+2,972.6%
+5,228.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +0.1% |
| 7D | +2.4% | +7.2% | -4.8% | -1.2% |
| 30D | +6.6% | +10.5% | -3.9% | +1.3% |
| 3M | -4.1% | -2.3% | -1.8% | -3.1% |
| 6M | +12.5% | +4.0% | +8.5% | +9.9% |
| YTD | +17.6% | +5.6% | +12.0% | +13.6% |
| 1Y | +36.5% | +13.0% | +23.5% | +27.2% |
| 3Y | +95.4% | +26.9% | +68.5% | +71.2% |
| 5Y | +26.1% | -16.2% | +42.3% | +34.2% |
| 10Y | +101.3% | +55.1% | +46.2% | +55.7% |
| All | +8,200.6% | +2,972.6% | +5,228.1% | +2,623.3% |
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