+218.0%
XLE vs UDR
-19.6%
+237.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.2% | -2.0% | +4.2% | +2.8% |
| 30D | +11.8% | -5.2% | +17.0% | +13.4% |
| 3M | +9.8% | -5.8% | +15.6% | +11.4% |
| 6M | +15.6% | -1.7% | +17.3% | +15.7% |
| YTD | +45.3% | +2.4% | +42.9% | +43.3% |
| 1Y | +48.3% | -2.1% | +50.4% | +48.3% |
| 3Y | +55.4% | +4.2% | +51.2% | +51.8% |
| All | +218.0% | -19.6% | +237.6% | +237.6% |
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 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