+601.6%
VLO vs UDR
-18.0%
+619.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.4% |
| 7D | +5.8% | -2.1% | +7.8% | +6.3% |
| 30D | +28.3% | -5.6% | +34.0% | +30.0% |
| 3M | +48.7% | -5.8% | +54.5% | +50.5% |
| 6M | +71.9% | -1.1% | +73.0% | +71.5% |
| YTD | +138.7% | +1.6% | +137.1% | +136.2% |
| 1Y | +148.5% | -2.7% | +151.1% | +148.7% |
| 3Y | +192.7% | +6.3% | +186.4% | +186.6% |
| 5Y | +601.6% | -19.3% | +620.9% | +631.0% |
| All | +601.6% | -18.0% | +619.6% | +631.0% |
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 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