+135.9%
XLU vs UDR
+47.2%
+88.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.6% | -3.5% | +1.9% | 0.0% |
| 30D | -3.3% | -5.3% | +2.0% | -0.9% |
| 3M | -3.2% | -9.5% | +6.4% | +1.3% |
| 6M | -7.0% | -0.7% | -6.3% | -7.1% |
| YTD | +0.6% | -1.2% | +1.8% | +0.4% |
| 1Y | +2.4% | -5.7% | +8.2% | +4.3% |
| 3Y | +46.3% | +3.7% | +42.5% | +39.4% |
| 5Y | +44.0% | -18.9% | +62.9% | +52.5% |
| All | +135.9% | +47.2% | +88.7% | +81.5% |
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