+11.6%
W vs UDR
-5.5%
+17.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.4% |
| 7D | +0.5% | -3.4% | +3.9% | +1.5% |
| 30D | -5.6% | -5.4% | -0.1% | -4.1% |
| 3M | +41.9% | -10.0% | +51.9% | +46.5% |
| 6M | +30.2% | -2.5% | +32.8% | +30.8% |
| YTD | -2.9% | -1.1% | -1.8% | -1.4% |
| 1Y | +11.6% | -3.9% | +15.5% | +11.5% |
| All | +11.6% | -5.5% | +17.1% | +11.5% |
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