-100.0%
VIVK vs UDR
+3.3%
-103.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.1% | -7.3% | -7.4% |
| 7D | -4.4% | -3.5% | -0.9% | -3.0% |
| 30D | -40.8% | -5.3% | -35.5% | -39.6% |
| 3M | -94.1% | -9.5% | -84.6% | -93.8% |
| 6M | -98.2% | -0.7% | -97.5% | -98.2% |
| YTD | -98.0% | -1.2% | -96.8% | -98.0% |
| 1Y | -100.0% | -5.7% | -94.2% | -100.0% |
| 3Y | -100.0% | +3.7% | -103.7% | -100.0% |
| All | -100.0% | +3.3% | -103.3% | -100.0% |
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