+548.6%
XRT vs UDR
+237.0%
+311.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | +4.1% | +2.0% | +2.1% | +3.3% |
| 30D | +9.9% | +7.9% | +2.0% | +6.4% |
| 3M | +2.3% | -1.5% | +3.7% | +3.0% |
| 6M | +9.6% | +0.9% | +8.7% | +8.9% |
| YTD | +9.1% | +4.0% | +5.1% | +6.7% |
| 1Y | +16.2% | +10.4% | +5.9% | +10.7% |
| 3Y | +60.1% | +26.9% | +33.2% | +42.3% |
| 5Y | -0.5% | -19.4% | +18.9% | +6.6% |
| 10Y | +145.1% | +57.0% | +88.1% | +90.0% |
| All | +548.6% | +237.0% | +311.6% | +197.6% |
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