+141.3%
XLC vs UDR
+30.9%
+110.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | -1.7% | -3.4% | +1.7% | -0.5% |
| 30D | +0.2% | -5.4% | +5.6% | +2.2% |
| 3M | +0.7% | -10.0% | +10.7% | +4.4% |
| 6M | -4.5% | -2.5% | -1.9% | -3.9% |
| YTD | -4.7% | -1.1% | -3.6% | -4.9% |
| 1Y | -1.5% | -3.9% | +2.4% | -0.8% |
| 3Y | +72.2% | +3.4% | +68.8% | +66.7% |
| 5Y | +39.3% | -18.9% | +58.2% | +45.8% |
| All | +141.3% | +30.9% | +110.4% | +122.1% |
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