+99.4%
XYL vs UDR
+54.6%
+44.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | -3.7% | -0.4% | -3.3% | -3.5% |
| 30D | -8.3% | +7.8% | -16.1% | -11.5% |
| 3M | -21.4% | -2.8% | -18.7% | -20.3% |
| 6M | -12.9% | -1.4% | -11.5% | -12.4% |
| YTD | -30.1% | +3.4% | -33.5% | -31.8% |
| 1Y | -35.2% | +9.9% | -45.0% | -38.7% |
| 3Y | -0.8% | +28.5% | -29.3% | -14.7% |
| 5Y | -23.2% | -20.5% | -2.7% | -16.7% |
| All | +99.4% | +54.6% | +44.7% | +74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling