+579.5%
VRSK vs UDR
+334.2%
+245.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -7.7% | -3.4% | -4.4% | -6.7% |
| 30D | -2.8% | -5.4% | +2.6% | -1.0% |
| 3M | -3.7% | -10.0% | +6.3% | -0.1% |
| 6M | -12.8% | -2.5% | -10.2% | -12.1% |
| YTD | -21.0% | -1.1% | -19.8% | -21.0% |
| 1Y | -32.5% | -3.9% | -28.6% | -31.8% |
| 3Y | -26.5% | +3.4% | -30.0% | -28.3% |
| 5Y | -11.5% | -18.9% | +7.4% | -7.2% |
| 10Y | +125.7% | +46.8% | +78.9% | +95.2% |
| All | +579.5% | +334.2% | +245.3% | +372.3% |
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