+159.2%
W vs UDR
+48.4%
+110.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +1.5% |
| 7D | +5.9% | -3.3% | +9.2% | +8.2% |
| 30D | -3.0% | -5.6% | +2.6% | +0.7% |
| 3M | +40.3% | -9.4% | +49.8% | +49.3% |
| 6M | +32.2% | -3.0% | +35.2% | +33.7% |
| YTD | -0.3% | -0.4% | +0.1% | -1.3% |
| 1Y | +16.2% | -5.1% | +21.3% | +18.6% |
| 3Y | +40.7% | +4.2% | +36.5% | +36.6% |
| 5Y | -62.3% | -19.5% | -42.8% | -57.3% |
| All | +159.2% | +48.4% | +110.9% | +149.8% |
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