-53.3%
W vs UDR
-19.0%
-34.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.6% |
| 7D | +1.1% | +2.0% | -1.0% | -0.7% |
| 30D | +6.4% | +7.9% | -1.5% | -1.6% |
| 3M | +9.0% | -1.5% | +10.4% | +10.6% |
| 6M | +69.8% | +0.9% | +68.9% | +66.4% |
| YTD | +12.1% | +4.0% | +8.0% | +4.7% |
| 1Y | 0.0% | +10.4% | -10.4% | -12.6% |
| 3Y | +160.3% | +26.9% | +133.4% | +86.0% |
| 5Y | -53.3% | -19.4% | -33.9% | -47.0% |
| All | -53.3% | -19.0% | -34.3% | -47.0% |
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