+30.5%
XEL vs UDR
-20.3%
+50.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -1.2% | -3.4% | +2.2% | +0.1% |
| 30D | -2.9% | -5.4% | +2.5% | -0.9% |
| 3M | -2.7% | -10.0% | +7.2% | +1.1% |
| 6M | -6.5% | -2.5% | -4.0% | -5.9% |
| YTD | +3.6% | -1.1% | +4.7% | +3.4% |
| 1Y | +7.5% | -3.9% | +11.4% | +8.4% |
| 3Y | +46.3% | +3.4% | +42.9% | +41.0% |
| 5Y | +30.5% | -18.9% | +49.4% | +32.3% |
| All | +30.5% | -20.3% | +50.8% | +32.3% |
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 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