-34.4%
XE vs UDR
+4.2%
-38.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.7% | +8.9% | +7.2% |
| 7D | +4.0% | -2.1% | +6.1% | +1.5% |
| 30D | -15.5% | -5.6% | -9.8% | -22.3% |
| 3M | -14.6% | -5.8% | -8.8% | -21.2% |
| All | -34.4% | +4.2% | -38.7% | -31.4% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling