-0.8%
XYL vs UDR
+27.3%
-28.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -3.7% | -0.4% | -3.3% | -3.6% |
| 30D | -8.3% | +7.8% | -16.1% | -10.7% |
| 3M | -21.4% | -2.8% | -18.7% | -20.7% |
| 6M | -12.9% | -1.4% | -11.5% | -12.6% |
| YTD | -30.1% | +3.4% | -33.5% | -31.3% |
| 1Y | -35.2% | +9.9% | -45.0% | -38.0% |
| 3Y | -0.8% | +28.5% | -29.3% | -6.2% |
| All | -0.8% | +27.3% | -28.1% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling