+412.9%
XLF vs UDR
+1,367.9%
-955.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | +0.7% |
| 7D | -1.0% | -3.3% | +2.2% | +0.8% |
| 30D | -1.3% | -5.6% | +4.3% | +2.0% |
| 3M | +9.1% | -9.4% | +18.6% | +15.1% |
| 6M | +14.4% | -3.0% | +17.3% | +15.5% |
| YTD | +5.1% | -0.4% | +5.5% | +4.2% |
| 1Y | +8.6% | -5.1% | +13.8% | +10.5% |
| 3Y | +74.4% | +4.2% | +70.2% | +64.5% |
| 5Y | +64.4% | -19.5% | +83.9% | +76.3% |
| 10Y | +251.6% | +47.9% | +203.7% | +147.0% |
| All | +412.9% | +1,367.9% | -955.0% | +23.6% |
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 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