+508.9%
XLP vs UDR
+1,408.5%
-899.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | -2.0% | +1.0% | -0.6% |
| 30D | -0.9% | -5.2% | +4.3% | +0.3% |
| 3M | +3.8% | -5.8% | +9.6% | +5.1% |
| 6M | -1.7% | -1.7% | 0.0% | -1.5% |
| YTD | +10.3% | +2.4% | +7.9% | +9.5% |
| 1Y | +7.8% | -2.1% | +9.9% | +8.0% |
| 3Y | +27.2% | +4.2% | +23.0% | +25.0% |
| 5Y | +32.5% | -20.0% | +52.5% | +36.6% |
| 10Y | +101.8% | +44.6% | +57.1% | +81.4% |
| All | +508.9% | +1,408.5% | -899.6% | +265.1% |
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 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