+484.0%
V vs UDR
+54.6%
+429.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.9% |
| 7D | +0.9% | -0.4% | +1.3% | +1.1% |
| 30D | +9.0% | +7.8% | +1.2% | +5.4% |
| 3M | +16.7% | -2.8% | +19.5% | +18.2% |
| 6M | +33.4% | -1.4% | +34.9% | +34.0% |
| YTD | +22.4% | +3.4% | +19.0% | +19.7% |
| 1Y | +27.7% | +9.9% | +17.8% | +21.4% |
| 3Y | +78.0% | +28.5% | +49.5% | +54.6% |
| 5Y | +108.5% | -20.5% | +129.0% | +125.1% |
| All | +484.0% | +54.6% | +429.4% | +399.7% |
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