+536.2%
XRT vs UDR
+232.2%
+304.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.7% | -1.3% |
| 7D | -0.4% | -2.4% | +1.9% | +0.6% |
| 30D | +7.5% | +6.7% | +0.8% | +4.6% |
| 3M | +2.3% | -1.8% | +4.1% | +3.2% |
| 6M | +12.8% | -1.8% | +14.6% | +13.5% |
| YTD | +7.1% | +2.5% | +4.5% | +5.3% |
| 1Y | +12.3% | +7.9% | +4.4% | +8.0% |
| 3Y | +57.0% | +25.1% | +31.9% | +40.5% |
| 5Y | -4.3% | -21.2% | +16.9% | +3.4% |
| 10Y | +136.7% | +52.9% | +83.8% | +85.6% |
| All | +536.2% | +232.2% | +304.0% | +193.7% |
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