+78.4%
V vs UDR
+26.8%
+51.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -0.8% | +2.2% | -3.0% | -1.5% |
| 30D | +9.5% | +8.0% | +1.5% | +6.7% |
| 3M | +16.7% | -3.3% | +19.9% | +17.9% |
| 6M | +32.9% | +1.0% | +31.9% | +32.4% |
| YTD | +21.1% | +4.2% | +16.9% | +19.0% |
| 1Y | +26.6% | +10.8% | +15.8% | +21.6% |
| 3Y | +78.4% | +30.1% | +48.2% | +75.8% |
| All | +78.4% | +26.8% | +51.5% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling