+163.4%
XOP vs UDR
-20.3%
+183.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.5% |
| 7D | +1.6% | -3.4% | +5.0% | +3.0% |
| 30D | +9.6% | -5.4% | +15.0% | +11.8% |
| 3M | +16.9% | -10.0% | +26.9% | +21.3% |
| 6M | +24.0% | -2.5% | +26.6% | +24.1% |
| YTD | +56.2% | -1.1% | +57.3% | +55.0% |
| 1Y | +51.8% | -3.9% | +55.7% | +52.3% |
| 3Y | +37.0% | +3.4% | +33.5% | +31.6% |
| 5Y | +163.4% | -18.9% | +182.3% | +206.5% |
| All | +163.4% | -20.3% | +183.6% | +206.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling