+88.0%
UUUU vs UDR
-20.1%
+108.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.7% | -5.6% | -6.1% |
| 7D | -5.0% | -3.4% | -1.6% | -3.8% |
| 30D | -7.8% | -5.4% | -2.4% | -5.9% |
| 3M | -0.4% | -10.0% | +9.5% | +2.7% |
| 6M | -32.9% | -2.5% | -30.3% | -33.3% |
| YTD | -6.3% | -1.1% | -5.1% | -7.8% |
| 1Y | +7.9% | -3.9% | +11.8% | +7.2% |
| 3Y | +85.2% | +3.4% | +81.7% | +65.4% |
| All | +88.0% | -20.1% | +108.1% | +109.4% |
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 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