+43.2%
XLB vs UDR
+27.3%
+15.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | +0.5% | -0.4% | +0.9% | +0.7% |
| 30D | +5.2% | +7.8% | -2.6% | +2.0% |
| 3M | +0.3% | -2.8% | +3.1% | +1.4% |
| 6M | +1.2% | -1.4% | +2.6% | +1.4% |
| YTD | +16.6% | +3.4% | +13.3% | +14.2% |
| 1Y | +21.4% | +9.9% | +11.6% | +15.6% |
| 3Y | +43.2% | +28.5% | +14.7% | +30.3% |
| All | +43.2% | +27.3% | +15.9% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling