+1,096.1%
XLY vs UDR
+1,357.1%
-261.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -3.9% | -3.4% | -0.5% | -2.6% |
| 30D | -6.1% | -5.4% | -0.7% | -4.1% |
| 3M | -1.2% | -10.0% | +8.8% | +2.7% |
| 6M | -1.8% | -2.5% | +0.8% | -1.2% |
| YTD | -5.9% | -1.1% | -4.7% | -6.0% |
| 1Y | -3.1% | -3.9% | +0.8% | -2.3% |
| 3Y | +36.0% | +3.4% | +32.5% | +32.1% |
| 5Y | +27.6% | -18.9% | +46.5% | +35.0% |
| 10Y | +216.8% | +46.8% | +170.0% | +158.6% |
| All | +1,096.1% | +1,357.1% | -261.0% | +324.8% |
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