-65.6%
XE vs UDR
+8.3%
-73.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +3.6% | -12.1% | -5.4% |
| 7D | -12.9% | +7.2% | -20.1% | -7.5% |
| 30D | -30.3% | +10.5% | -40.7% | -24.1% |
| 3M | -45.9% | -2.3% | -43.6% | -49.6% |
| 6M | -66.2% | +4.0% | -70.2% | -65.8% |
| All | -65.6% | +8.3% | -73.9% | -63.3% |
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