+552.8%
XLP vs UDR
+1,429.5%
-876.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | +0.7% | +3.0% | -2.2% | +0.1% |
| 30D | +10.3% | +10.3% | 0.0% | +8.0% |
| 3M | +6.5% | -2.9% | +9.5% | +7.2% |
| 6M | +8.4% | +0.3% | +8.1% | +8.3% |
| YTD | +18.2% | +3.8% | +14.4% | +17.0% |
| 1Y | +22.4% | +12.7% | +9.7% | +19.0% |
| 3Y | +41.9% | +27.6% | +14.3% | +33.7% |
| 5Y | +40.9% | -18.6% | +59.5% | +44.7% |
| 10Y | +128.4% | +52.4% | +76.0% | +103.3% |
| All | +552.8% | +1,429.5% | -876.7% | +290.2% |
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