+37.6%
XLC vs UDR
-20.7%
+58.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | +0.1% |
| 7D | -1.4% | -3.3% | +1.8% | -0.2% |
| 30D | -0.9% | -5.6% | +4.7% | +1.3% |
| 3M | -0.3% | -9.4% | +9.1% | +3.4% |
| 6M | -5.2% | -3.0% | -2.2% | -4.4% |
| YTD | -5.3% | -0.4% | -4.9% | -5.8% |
| 1Y | -2.8% | -5.1% | +2.3% | -1.5% |
| 3Y | +71.2% | +4.2% | +67.0% | +64.2% |
| 5Y | +37.6% | -19.5% | +57.1% | +48.9% |
| All | +37.6% | -20.7% | +58.3% | +48.9% |
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 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