+103.1%
XLP vs UDR
+43.5%
+59.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | -2.0% | +1.0% | -0.4% |
| 30D | -0.9% | -5.2% | +4.3% | +0.8% |
| 3M | +3.8% | -5.8% | +9.6% | +5.8% |
| 6M | -1.7% | -1.7% | 0.0% | -1.4% |
| YTD | +10.3% | +2.4% | +7.9% | +9.0% |
| 1Y | +7.8% | -2.1% | +9.9% | +8.0% |
| 3Y | +27.2% | +4.2% | +23.0% | +23.6% |
| 5Y | +32.5% | -20.0% | +52.5% | +38.8% |
| All | +103.1% | +43.5% | +59.7% | +72.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling