+102.1%
USO vs UDR
+3.4%
+98.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.3% | +5.5% |
| 7D | +11.5% | -3.4% | +14.8% | +11.2% |
| 30D | +24.1% | -5.4% | +29.5% | +23.6% |
| 3M | +17.9% | -10.0% | +27.9% | +17.1% |
| 6M | +49.6% | -2.5% | +52.2% | +49.5% |
| YTD | +129.0% | -1.1% | +130.1% | +129.1% |
| 1Y | +112.0% | -3.9% | +115.9% | +111.9% |
| All | +102.1% | +3.4% | +98.7% | +101.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling