+51.7%
XOP vs UDR
+54.6%
-3.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.5% |
| 7D | +6.3% | -0.4% | +6.7% | +6.5% |
| 30D | -6.6% | +7.8% | -14.3% | -10.3% |
| 3M | +3.6% | -2.8% | +6.3% | +4.5% |
| 6M | +10.8% | -1.4% | +12.2% | +10.4% |
| YTD | +48.3% | +3.4% | +44.9% | +43.1% |
| 1Y | +42.9% | +9.9% | +33.1% | +33.5% |
| 3Y | +43.3% | +28.5% | +14.8% | +20.3% |
| 5Y | +94.0% | -20.5% | +114.5% | +109.8% |
| All | +51.7% | +54.6% | -3.0% | +32.7% |
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 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