-92.0%
UUUU vs UDR
+168.8%
-260.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.1% |
| 7D | +1.8% | -3.3% | +5.1% | +2.7% |
| 30D | +1.8% | -5.6% | +7.5% | +3.4% |
| 3M | +1.3% | -9.4% | +10.7% | +3.5% |
| 6M | -26.8% | -3.0% | -23.8% | -26.7% |
| YTD | +0.1% | -0.4% | +0.5% | -0.8% |
| 1Y | +11.2% | -5.1% | +16.4% | +11.5% |
| 3Y | +97.7% | +4.2% | +93.5% | +89.2% |
| 5Y | +127.3% | -19.5% | +146.9% | +135.7% |
| 10Y | +532.6% | +47.9% | +484.7% | +459.2% |
| All | -92.0% | +168.8% | -260.8% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling