+158.8%
XLB vs UDR
+47.3%
+111.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -3.5% | -3.4% | -0.2% | -2.1% |
| 30D | -4.7% | -5.4% | +0.8% | -2.3% |
| 3M | +2.7% | -10.0% | +12.7% | +7.4% |
| 6M | +2.6% | -2.5% | +5.1% | +3.3% |
| YTD | +12.8% | -1.1% | +14.0% | +12.7% |
| 1Y | +14.0% | -3.9% | +17.8% | +15.1% |
| 3Y | +31.5% | +3.4% | +28.0% | +27.0% |
| 5Y | +33.4% | -18.9% | +52.3% | +41.5% |
| All | +158.8% | +47.3% | +111.6% | +125.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling