+823.0%
XLB vs UDR
+1,410.7%
-587.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.8% |
| 7D | 0.0% | -2.4% | +2.4% | +0.9% |
| 30D | +5.3% | +6.7% | -1.4% | +2.7% |
| 3M | 0.0% | -1.8% | +1.8% | +0.6% |
| 6M | +1.2% | -1.8% | +3.0% | +1.6% |
| YTD | +16.9% | +2.5% | +14.4% | +15.2% |
| 1Y | +20.9% | +7.9% | +13.0% | +16.7% |
| 3Y | +43.3% | +25.1% | +18.2% | +29.7% |
| 5Y | +28.3% | -21.2% | +49.5% | +36.9% |
| 10Y | +165.3% | +52.9% | +112.4% | +114.3% |
| All | +823.0% | +1,410.7% | -587.7% | +215.9% |
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 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