-46.3%
VXX vs UDR
-3.8%
-42.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | +2.0% | -3.5% | +5.4% | +0.4% |
| 30D | -7.1% | -5.3% | -1.8% | -9.2% |
| 3M | -28.6% | -9.5% | -19.1% | -31.7% |
| 6M | -44.0% | -0.7% | -43.3% | -41.4% |
| YTD | -31.7% | -1.2% | -30.6% | -29.1% |
| 1Y | -46.3% | -5.7% | -40.6% | -46.6% |
| All | -46.3% | -3.8% | -42.6% | -46.6% |
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