+67.1%
V vs UDR
-18.0%
+85.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -1.1% | -2.1% | +1.0% | -0.3% |
| 30D | +1.9% | -5.6% | +7.5% | +4.2% |
| 3M | +15.5% | -5.8% | +21.3% | +18.1% |
| 6M | +16.6% | -1.1% | +17.7% | +16.8% |
| YTD | +5.7% | +1.6% | +4.1% | +4.6% |
| 1Y | +8.6% | -2.7% | +11.2% | +9.1% |
| 3Y | +52.5% | +6.3% | +46.2% | +47.1% |
| 5Y | +67.1% | -19.3% | +86.5% | +84.8% |
| All | +67.1% | -18.0% | +85.1% | +84.8% |
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 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