+102.2%
USO vs UDR
+14.9%
+87.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.6% | -11.7% | -6.8% |
| 7D | -12.7% | +7.2% | -19.9% | -10.6% |
| 30D | +1.0% | +10.5% | -9.5% | +4.3% |
| 3M | +25.6% | -2.3% | +27.9% | +25.7% |
| 6M | -1.5% | +4.0% | -5.5% | +0.5% |
| YTD | +110.3% | +5.6% | +104.6% | +118.4% |
| 1Y | +102.2% | +13.0% | +89.1% | +107.7% |
| All | +102.2% | +14.9% | +87.2% | +107.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling