+4,391.7%
XOM vs UDR
+2,798.0%
+1,593.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.7% |
| 7D | 0.0% | -3.3% | +3.3% | +0.9% |
| 30D | +3.4% | -5.6% | +9.1% | +5.0% |
| 3M | +11.0% | -9.4% | +20.4% | +13.8% |
| 6M | +10.6% | -3.0% | +13.6% | +11.0% |
| YTD | +39.2% | -0.4% | +39.6% | +38.6% |
| 1Y | +52.7% | -5.1% | +57.9% | +53.9% |
| 3Y | +56.8% | +4.2% | +52.6% | +52.6% |
| 5Y | +261.8% | -19.5% | +281.3% | +272.6% |
| 10Y | +191.3% | +47.9% | +143.4% | +153.3% |
| All | +4,391.7% | +2,798.0% | +1,593.7% | +2,420.7% |
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 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