+8,026.5%
USB vs UDR
+2,955.2%
+5,071.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | -1.5% | +4.5% | -6.0% | -3.6% |
| 30D | +4.3% | +9.6% | -5.3% | -0.5% |
| 3M | -6.1% | -2.7% | -3.3% | -4.9% |
| 6M | +9.4% | +1.8% | +7.6% | +8.0% |
| YTD | +15.2% | +5.0% | +10.2% | +11.5% |
| 1Y | +32.8% | +12.1% | +20.7% | +24.3% |
| 3Y | +91.3% | +26.2% | +65.1% | +68.1% |
| 5Y | +22.7% | -17.6% | +40.3% | +31.6% |
| 10Y | +97.0% | +54.2% | +42.8% | +52.9% |
| All | +8,026.5% | +2,955.2% | +5,071.3% | +2,574.0% |
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