+790.3%
VLO vs UDR
+54.6%
+735.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.8% |
| 7D | +9.6% | -0.4% | +10.0% | +9.8% |
| 30D | -17.4% | +7.8% | -25.1% | -21.0% |
| 3M | +10.8% | -2.8% | +13.5% | +11.9% |
| 6M | +56.9% | -1.4% | +58.4% | +56.3% |
| YTD | +136.8% | +3.4% | +133.4% | +127.4% |
| 1Y | +120.7% | +9.9% | +110.8% | +104.2% |
| 3Y | +231.9% | +28.5% | +203.4% | +170.9% |
| 5Y | +479.0% | -20.5% | +499.5% | +521.7% |
| All | +790.3% | +54.6% | +735.7% | +576.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling