+820.5%
XLB vs UDR
+1,408.5%
-588.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | -1.4% | -2.0% | +0.6% | -0.6% |
| 30D | -0.4% | -5.2% | +4.8% | +1.6% |
| 3M | +2.0% | -5.8% | +7.8% | +4.1% |
| 6M | +1.8% | -1.7% | +3.5% | +2.1% |
| YTD | +16.6% | +2.4% | +14.2% | +15.0% |
| 1Y | +16.9% | -2.1% | +19.1% | +17.2% |
| 3Y | +32.6% | +4.2% | +28.3% | +28.5% |
| 5Y | +35.6% | -20.0% | +55.6% | +43.8% |
| 10Y | +160.0% | +44.6% | +115.4% | +114.1% |
| All | +820.5% | +1,408.5% | -588.0% | +215.3% |
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 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