+191.6%
XOM vs UDR
+47.3%
+144.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | +1.9% | -3.4% | +5.2% | +3.1% |
| 30D | +4.1% | -5.4% | +9.5% | +6.2% |
| 3M | +10.4% | -10.0% | +20.4% | +14.6% |
| 6M | +13.0% | -2.5% | +15.6% | +13.3% |
| YTD | +40.1% | -1.1% | +41.2% | +39.5% |
| 1Y | +51.1% | -3.9% | +55.0% | +51.9% |
| 3Y | +57.7% | +3.4% | +54.3% | +51.3% |
| 5Y | +264.7% | -18.9% | +283.6% | +279.7% |
| All | +191.6% | +47.3% | +144.3% | +151.9% |
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