+911.8%
VLO vs UDR
+47.3%
+864.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | +4.0% | -3.4% | +7.4% | +5.9% |
| 30D | +19.0% | -5.4% | +24.4% | +22.6% |
| 3M | +50.0% | -10.0% | +59.9% | +58.1% |
| 6M | +79.1% | -2.5% | +81.7% | +79.3% |
| YTD | +140.3% | -1.1% | +141.4% | +137.8% |
| 1Y | +148.3% | -3.9% | +152.2% | +148.9% |
| 3Y | +194.6% | +3.4% | +191.2% | +175.5% |
| 5Y | +609.6% | -18.9% | +628.5% | +643.6% |
| All | +911.8% | +47.3% | +864.5% | +707.7% |
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