+241.5%
XME vs UDR
+229.2%
+12.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.5% |
| 7D | +3.6% | -2.1% | +5.7% | +4.7% |
| 30D | +3.6% | -5.6% | +9.3% | +6.6% |
| 3M | +1.2% | -5.8% | +7.0% | +3.6% |
| 6M | +9.0% | -1.1% | +10.2% | +8.5% |
| YTD | +15.9% | +1.6% | +14.3% | +13.5% |
| 1Y | +43.2% | -2.7% | +45.8% | +42.8% |
| 3Y | +137.4% | +6.3% | +131.1% | +122.4% |
| 5Y | +185.0% | -19.3% | +204.4% | +204.2% |
| 10Y | +409.5% | +46.0% | +363.5% | +276.3% |
| All | +241.5% | +229.2% | +12.3% | +21.2% |
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