+468.0%
UUUU vs UDR
+47.2%
+420.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.1% | -4.9% | -5.0% |
| 7D | -10.5% | -3.5% | -7.0% | -9.2% |
| 30D | -10.5% | -5.3% | -5.2% | -8.5% |
| 3M | -14.1% | -9.5% | -4.6% | -11.1% |
| 6M | -35.5% | -0.7% | -34.8% | -36.2% |
| YTD | -10.9% | -1.2% | -9.8% | -12.1% |
| 1Y | +3.4% | -5.7% | +9.1% | +3.8% |
| 3Y | +73.1% | +3.7% | +69.4% | +59.0% |
| 5Y | +87.1% | -18.9% | +106.1% | +96.8% |
| All | +468.0% | +47.2% | +420.8% | +418.2% |
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