+1,024.7%
XLE vs UDR
+1,408.5%
-383.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.2% | -2.0% | +4.2% | +3.0% |
| 30D | +11.8% | -5.2% | +17.0% | +13.9% |
| 3M | +9.8% | -5.8% | +15.6% | +12.0% |
| 6M | +15.6% | -1.7% | +17.3% | +15.6% |
| YTD | +45.3% | +2.4% | +42.9% | +42.8% |
| 1Y | +48.3% | -2.1% | +50.4% | +48.0% |
| 3Y | +55.4% | +4.2% | +51.2% | +49.5% |
| 5Y | +216.1% | -20.0% | +236.1% | +230.6% |
| 10Y | +178.4% | +44.6% | +133.8% | +129.7% |
| All | +1,024.7% | +1,408.5% | -383.8% | +380.3% |
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