+432.8%
XYL vs UDR
+178.5%
+254.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.1% |
| 7D | -5.0% | -2.0% | -3.1% | -4.2% |
| 30D | -13.2% | -5.2% | -8.0% | -11.2% |
| 3M | -3.7% | -5.8% | +2.1% | -1.2% |
| 6M | -17.7% | -1.7% | -16.0% | -17.5% |
| YTD | -21.5% | +2.4% | -23.9% | -23.0% |
| 1Y | -24.5% | -2.1% | -22.4% | -24.6% |
| 3Y | +6.9% | +4.2% | +2.7% | +2.5% |
| 5Y | -18.1% | -20.0% | +1.9% | -12.1% |
| 10Y | +134.7% | +44.6% | +90.1% | +93.5% |
| All | +432.8% | +178.5% | +254.3% | +237.1% |
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