+448.5%
XYL vs UDR
+176.4%
+272.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.3% |
| 7D | +1.8% | -2.1% | +3.9% | +2.7% |
| 30D | -9.2% | -5.6% | -3.6% | -6.9% |
| 3M | -0.3% | -5.8% | +5.5% | +2.3% |
| 6M | -11.0% | -1.1% | -9.8% | -11.0% |
| YTD | -19.2% | +1.6% | -20.8% | -20.5% |
| 1Y | -21.2% | -2.7% | -18.5% | -21.1% |
| 3Y | +18.6% | +6.3% | +12.3% | +12.6% |
| 5Y | -14.3% | -19.3% | +5.0% | -8.5% |
| 10Y | +141.0% | +46.0% | +95.0% | +98.3% |
| All | +448.5% | +176.4% | +272.1% | +248.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling