-30.6%
VRSK vs UDR
-1.4%
-29.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.5% |
| 7D | -3.1% | -2.0% | -1.1% | -2.3% |
| 30D | -1.6% | -5.2% | +3.6% | +0.5% |
| 3M | +3.5% | -5.8% | +9.3% | +6.2% |
| 6M | -13.4% | -1.7% | -11.7% | -11.6% |
| YTD | -16.5% | +2.4% | -18.9% | -17.9% |
| 1Y | -30.6% | -2.1% | -28.5% | -30.5% |
| All | -30.6% | -1.4% | -29.2% | -30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling