+181.3%
XLE vs UDR
+44.7%
+136.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.7% |
| 7D | +0.3% | -3.3% | +3.6% | +1.8% |
| 30D | +8.5% | -5.6% | +14.2% | +11.3% |
| 3M | +14.6% | -9.4% | +24.0% | +19.4% |
| 6M | +17.6% | -3.0% | +20.5% | +18.1% |
| YTD | +48.1% | -0.4% | +48.5% | +46.7% |
| 1Y | +53.8% | -5.1% | +58.9% | +55.5% |
| 3Y | +56.2% | +4.2% | +52.0% | +48.2% |
| 5Y | +227.7% | -19.5% | +247.2% | +246.3% |
| 10Y | +181.3% | +47.9% | +133.4% | +140.8% |
| All | +181.3% | +44.7% | +136.6% | +140.8% |
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