+213.1%
USO vs UDR
-20.2%
+233.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +9.1% | -3.5% | +12.6% | +9.3% |
| 30D | +21.7% | -5.3% | +27.0% | +22.0% |
| 3M | +20.2% | -9.5% | +29.8% | +20.8% |
| 6M | +43.4% | -0.7% | +44.0% | +43.0% |
| YTD | +124.0% | -1.2% | +125.2% | +123.5% |
| 1Y | +112.2% | -5.7% | +117.9% | +112.7% |
| 3Y | +97.7% | +3.7% | +93.9% | +95.4% |
| All | +213.1% | -20.2% | +233.2% | +239.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling