+1,920.9%
XEL vs UDR
+2,856.2%
-935.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.3% | +1.7% |
| 7D | +1.3% | -2.1% | +3.4% | +1.8% |
| 30D | -1.5% | -5.6% | +4.1% | -0.2% |
| 3M | -0.2% | -5.8% | +5.6% | +1.1% |
| 6M | -5.4% | -1.1% | -4.3% | -5.3% |
| YTD | +5.6% | +1.6% | +4.0% | +5.0% |
| 1Y | +10.5% | -2.7% | +13.1% | +10.7% |
| 3Y | +49.2% | +6.3% | +42.9% | +45.8% |
| 5Y | +30.1% | -19.3% | +49.4% | +34.4% |
| 10Y | +146.7% | +46.0% | +100.7% | +124.8% |
| All | +1,920.9% | +2,856.2% | -935.3% | +1,095.2% |
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 · 6 months rolling