+33.6%
XLY vs UDR
+3.3%
+30.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -1.7% | -3.5% | +1.8% | -0.3% |
| 30D | -4.2% | -5.3% | +1.1% | -2.1% |
| 3M | -2.7% | -9.5% | +6.9% | +1.0% |
| 6M | -0.6% | -0.7% | 0.0% | -1.0% |
| YTD | -5.0% | -1.2% | -3.8% | -5.4% |
| 1Y | -4.1% | -5.7% | +1.7% | -2.6% |
| 3Y | +33.6% | +3.7% | +29.9% | +33.5% |
| All | +33.6% | +3.3% | +30.3% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling