+86.1%
USO vs UDR
+47.3%
+38.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.3% | +5.7% |
| 7D | +11.5% | -3.4% | +14.8% | +12.0% |
| 30D | +24.1% | -5.4% | +29.5% | +25.1% |
| 3M | +17.9% | -10.0% | +27.9% | +19.6% |
| 6M | +49.6% | -2.5% | +52.2% | +49.6% |
| YTD | +129.0% | -1.1% | +130.1% | +128.2% |
| 1Y | +112.0% | -3.9% | +115.9% | +112.1% |
| 3Y | +102.3% | +3.4% | +98.8% | +97.5% |
| 5Y | +224.5% | -18.9% | +243.4% | +231.1% |
| All | +86.1% | +47.3% | +38.8% | +89.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling