+44.0%
XLP vs UDR
-20.8%
+64.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +1.1% |
| 7D | +2.5% | -0.4% | +2.9% | +2.6% |
| 30D | +7.3% | +7.8% | -0.4% | +4.9% |
| 3M | +8.1% | -2.8% | +10.9% | +9.0% |
| 6M | +10.5% | -1.4% | +11.9% | +10.9% |
| YTD | +21.2% | +3.4% | +17.8% | +19.5% |
| 1Y | +22.7% | +9.9% | +12.8% | +18.7% |
| 3Y | +44.8% | +28.5% | +16.3% | +32.9% |
| All | +44.0% | -20.8% | +64.8% | +54.3% |
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