+136.8%
XLP vs UDR
+56.7%
+80.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.6% |
| 7D | -0.5% | -1.8% | +1.2% | +0.1% |
| 30D | +8.3% | +7.9% | +0.4% | +5.7% |
| 3M | +8.7% | -0.8% | +9.5% | +9.0% |
| 6M | +11.2% | 0.0% | +11.2% | +11.1% |
| YTD | +20.0% | +3.7% | +16.3% | +18.1% |
| 1Y | +21.3% | +8.5% | +12.8% | +17.6% |
| 3Y | +43.8% | +26.6% | +17.3% | +31.3% |
| 5Y | +43.3% | -20.2% | +63.5% | +50.3% |
| 10Y | +136.8% | +54.7% | +82.0% | +98.6% |
| All | +136.8% | +56.7% | +80.1% | +98.6% |
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 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