+142.5%
XLC vs UDR
+35.5%
+107.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.8% | -2.0% | +1.1% | -0.1% |
| 30D | +1.0% | -5.2% | +6.2% | +3.0% |
| 3M | -0.7% | -5.8% | +5.1% | +1.3% |
| 6M | -5.1% | -1.7% | -3.4% | -4.9% |
| YTD | -4.3% | +2.4% | -6.6% | -5.6% |
| 1Y | -0.6% | -2.1% | +1.6% | -0.5% |
| 3Y | +72.7% | +4.2% | +68.5% | +66.8% |
| 5Y | +38.0% | -20.0% | +58.0% | +45.0% |
| All | +142.5% | +35.5% | +107.0% | +120.4% |
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