+126.6%
XME vs UDR
+3.4%
+123.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.5% |
| 7D | -3.0% | -3.4% | +0.3% | -2.0% |
| 30D | -2.6% | -5.4% | +2.8% | -1.0% |
| 3M | +2.2% | -10.0% | +12.1% | +5.1% |
| 6M | +0.7% | -2.5% | +3.2% | +0.4% |
| YTD | +10.9% | -1.1% | +12.0% | +9.9% |
| 1Y | +35.7% | -3.9% | +39.6% | +35.8% |
| All | +126.6% | +3.4% | +123.2% | +119.7% |
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