+1,111.5%
XLI vs UDR
+1,397.3%
-285.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.2% |
| 7D | +1.0% | -2.1% | +3.0% | +1.7% |
| 30D | -5.8% | -5.6% | -0.2% | -3.8% |
| 3M | +0.7% | -5.8% | +6.5% | +2.6% |
| 6M | +3.2% | -1.1% | +4.3% | +3.1% |
| YTD | +13.0% | +1.6% | +11.4% | +11.7% |
| 1Y | +16.8% | -2.7% | +19.5% | +17.0% |
| 3Y | +72.4% | +6.3% | +66.1% | +65.6% |
| 5Y | +82.8% | -19.3% | +102.1% | +92.0% |
| 10Y | +252.4% | +46.0% | +206.5% | +192.4% |
| All | +1,111.5% | +1,397.3% | -285.8% | +359.5% |
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