+82.5%
XOP vs UDR
+231.7%
-149.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | +2.6% | -2.0% | +4.6% | +3.5% |
| 30D | +15.4% | -5.2% | +20.6% | +18.1% |
| 3M | +12.1% | -5.8% | +17.8% | +14.6% |
| 6M | +19.7% | -1.7% | +21.4% | +19.4% |
| YTD | +52.4% | +2.4% | +50.0% | +49.0% |
| 1Y | +47.6% | -2.1% | +49.7% | +46.9% |
| 3Y | +34.4% | +4.2% | +30.2% | +28.2% |
| 5Y | +154.4% | -20.0% | +174.4% | +170.4% |
| 10Y | +54.7% | +44.6% | +10.0% | +23.5% |
| All | +82.5% | +231.7% | -149.2% | -19.7% |
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