+237.5%
VIK vs UDR
+7.1%
+230.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.4% | +3.1% |
| 7D | +3.6% | -2.1% | +5.6% | +4.8% |
| 30D | -16.7% | -5.6% | -11.1% | -14.0% |
| 3M | -1.1% | -5.8% | +4.7% | +1.7% |
| 6M | +27.8% | -1.1% | +28.9% | +27.0% |
| YTD | +23.3% | +1.6% | +21.7% | +20.1% |
| 1Y | +38.2% | -2.7% | +40.9% | +38.6% |
| All | +237.5% | +7.1% | +230.3% | +222.9% |
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