+105.5%
V vs UDR
-18.6%
+124.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -0.8% | +2.2% | -3.0% | -1.6% |
| 30D | +9.5% | +8.0% | +1.5% | +6.2% |
| 3M | +16.7% | -3.3% | +19.9% | +18.1% |
| 6M | +32.9% | +1.0% | +31.9% | +32.2% |
| YTD | +21.1% | +4.2% | +16.9% | +18.5% |
| 1Y | +26.6% | +10.8% | +15.8% | +20.7% |
| 3Y | +78.4% | +30.1% | +48.2% | +57.2% |
| 5Y | +105.5% | -18.9% | +124.4% | +125.3% |
| All | +105.5% | -18.6% | +124.1% | +125.3% |
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