+35.0%
XLB vs UDR
-20.7%
+55.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.2% |
| 7D | -2.9% | -3.3% | +0.3% | -1.5% |
| 30D | -3.4% | -5.6% | +2.3% | -0.9% |
| 3M | +1.6% | -9.4% | +11.0% | +5.9% |
| 6M | +3.6% | -3.0% | +6.6% | +4.5% |
| YTD | +14.2% | -0.4% | +14.6% | +13.7% |
| 1Y | +15.6% | -5.1% | +20.7% | +17.5% |
| 3Y | +33.1% | +4.2% | +28.9% | +28.1% |
| 5Y | +35.0% | -19.5% | +54.6% | +44.4% |
| All | +35.0% | -20.7% | +55.7% | +44.4% |
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 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