+124.0%
VRSK vs UDR
+47.2%
+76.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -5.2% | -3.5% | -1.7% | -3.9% |
| 30D | -2.3% | -5.3% | +3.0% | -0.2% |
| 3M | -2.9% | -9.5% | +6.6% | +1.1% |
| 6M | -12.8% | -0.7% | -12.1% | -12.7% |
| YTD | -20.8% | -1.2% | -19.6% | -20.8% |
| 1Y | -33.2% | -5.7% | -27.5% | -32.0% |
| 3Y | -26.6% | +3.7% | -30.3% | -28.8% |
| 5Y | -11.3% | -18.9% | +7.6% | -6.3% |
| All | +124.0% | +47.2% | +76.8% | +100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling