+36,773.5%
VLO vs UDR
+2,908.2%
+33,865.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | +9.6% | -0.4% | +10.0% | +9.8% |
| 30D | -17.4% | +7.8% | -25.1% | -20.1% |
| 3M | +10.8% | -2.8% | +13.5% | +11.5% |
| 6M | +56.9% | -1.4% | +58.4% | +56.6% |
| YTD | +136.8% | +3.4% | +133.4% | +130.4% |
| 1Y | +120.7% | +9.9% | +110.8% | +109.3% |
| 3Y | +231.9% | +28.5% | +203.4% | +191.6% |
| 5Y | +479.0% | -20.5% | +499.5% | +504.6% |
| 10Y | +792.2% | +54.2% | +738.0% | +621.0% |
| All | +36,773.5% | +2,908.2% | +33,865.3% | +15,416.5% |
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