+64.3%
XLF vs UDR
-20.2%
+84.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -1.5% | -3.5% | +2.0% | 0.0% |
| 30D | -1.2% | -5.3% | +4.1% | +1.1% |
| 3M | +9.2% | -9.5% | +18.7% | +13.6% |
| 6M | +16.3% | -0.7% | +17.0% | +16.0% |
| YTD | +5.4% | -1.2% | +6.6% | +5.1% |
| 1Y | +7.6% | -5.7% | +13.4% | +9.4% |
| 3Y | +74.2% | +3.7% | +70.5% | +68.3% |
| All | +64.3% | -20.2% | +84.4% | +79.7% |
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