+179.2%
XLE vs UDR
+54.6%
+124.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.6% |
| 7D | +5.4% | -0.4% | +5.8% | +5.6% |
| 30D | -3.9% | +7.8% | -11.7% | -7.4% |
| 3M | +7.0% | -2.8% | +9.8% | +8.0% |
| 6M | +14.2% | -1.4% | +15.6% | +14.0% |
| YTD | +48.2% | +3.4% | +44.8% | +43.8% |
| 1Y | +47.7% | +9.9% | +37.8% | +39.2% |
| 3Y | +70.0% | +28.5% | +41.5% | +45.2% |
| 5Y | +169.1% | -20.5% | +189.6% | +187.5% |
| All | +179.2% | +54.6% | +124.5% | +135.9% |
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 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