+35,889.1%
VLO vs UDR
+2,878.3%
+33,010.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.2% | -2.0% | +7.2% | +6.1% |
| 30D | +22.6% | -5.2% | +27.8% | +25.1% |
| 3M | +43.8% | -5.8% | +49.6% | +46.8% |
| 6M | +65.7% | -1.7% | +67.4% | +65.5% |
| YTD | +131.1% | +2.4% | +128.7% | +126.6% |
| 1Y | +143.6% | -2.1% | +145.7% | +142.7% |
| 3Y | +201.4% | +4.2% | +197.2% | +188.7% |
| 5Y | +568.9% | -20.0% | +588.9% | +597.8% |
| 10Y | +891.8% | +44.6% | +847.2% | +722.0% |
| All | +35,889.1% | +2,878.3% | +33,010.9% | +15,161.4% |
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