-62.1%
W vs UDR
-18.0%
-44.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +1.3% |
| 7D | +6.5% | -2.1% | +8.5% | +8.8% |
| 30D | -6.2% | -5.6% | -0.6% | -0.6% |
| 3M | +48.9% | -5.8% | +54.7% | +56.9% |
| 6M | +31.2% | -1.1% | +32.3% | +30.3% |
| YTD | -0.4% | +1.6% | -2.0% | -4.8% |
| 1Y | +14.8% | -2.7% | +17.5% | +14.6% |
| 3Y | +40.5% | +6.3% | +34.2% | +24.7% |
| 5Y | -62.1% | -19.3% | -42.8% | -55.8% |
| All | -62.1% | -18.0% | -44.1% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling