+136.0%
XLC vs UDR
+36.9%
+99.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | +3.7% | -0.4% | +4.1% | +3.9% |
| 30D | -1.9% | +7.8% | -9.7% | -4.6% |
| 3M | -3.1% | -2.8% | -0.3% | -2.2% |
| 6M | -6.4% | -1.4% | -4.9% | -6.1% |
| YTD | -6.8% | +3.4% | -10.2% | -8.5% |
| 1Y | -1.7% | +9.9% | -11.6% | -5.7% |
| 3Y | +64.7% | +28.5% | +36.2% | +47.1% |
| 5Y | +41.1% | -20.5% | +61.6% | +48.5% |
| All | +136.0% | +36.9% | +99.2% | +113.6% |
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