+152.3%
W vs UDR
+47.3%
+105.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.2% |
| 7D | +0.5% | -3.4% | +3.9% | +2.8% |
| 30D | -5.6% | -5.4% | -0.1% | -2.1% |
| 3M | +41.9% | -10.0% | +51.9% | +51.6% |
| 6M | +30.2% | -2.5% | +32.8% | +31.3% |
| YTD | -2.9% | -1.1% | -1.8% | -3.4% |
| 1Y | +11.6% | -3.9% | +15.5% | +12.9% |
| 3Y | +37.0% | +3.4% | +33.5% | +33.7% |
| 5Y | -62.8% | -18.9% | -44.0% | -57.9% |
| All | +152.3% | +47.3% | +105.1% | +144.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling