+35,208.6%
VLO vs UDR
+2,918.1%
+32,290.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | -0.4% | -1.8% | +1.3% | +0.3% |
| 30D | -16.6% | +7.9% | -24.5% | -19.3% |
| 3M | +12.3% | -0.8% | +13.1% | +12.2% |
| 6M | +47.8% | 0.0% | +47.9% | +46.7% |
| YTD | +126.7% | +3.7% | +123.0% | +120.4% |
| 1Y | +105.4% | +8.5% | +96.8% | +95.8% |
| 3Y | +222.0% | +26.6% | +195.4% | +184.6% |
| 5Y | +449.8% | -20.2% | +470.0% | +473.4% |
| 10Y | +754.3% | +54.7% | +699.6% | +589.6% |
| All | +35,208.6% | +2,918.1% | +32,290.5% | +14,740.7% |
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 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