+108.1%
XLRE vs UDR
+47.5%
+60.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -1.2% | -3.5% | +2.3% | +1.1% |
| 30D | -2.4% | -5.3% | +2.9% | +1.1% |
| 3M | -2.5% | -9.5% | +7.0% | +3.9% |
| 6M | +4.0% | -0.7% | +4.6% | +4.0% |
| YTD | +9.3% | -1.2% | +10.5% | +9.3% |
| 1Y | +5.6% | -5.7% | +11.3% | +8.7% |
| 3Y | +31.3% | +3.7% | +27.5% | +25.3% |
| 5Y | +9.5% | -18.9% | +28.5% | +22.2% |
| 10Y | +89.0% | +46.7% | +42.3% | +43.7% |
| All | +108.1% | +47.5% | +60.6% | +58.2% |
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