+638.0%
XYZ vs UDR
+54.2%
+583.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.4% |
| 7D | +14.9% | +2.2% | +12.7% | +13.5% |
| 30D | +14.7% | +8.0% | +6.6% | +9.0% |
| 3M | +12.1% | -3.3% | +15.4% | +14.8% |
| 6M | +18.3% | +1.0% | +17.3% | +16.7% |
| YTD | +36.1% | +4.2% | +31.9% | +30.7% |
| 1Y | +35.3% | +10.8% | +24.5% | +24.2% |
| 3Y | +73.5% | +30.1% | +43.3% | +38.3% |
| 5Y | -61.6% | -18.9% | -42.7% | -57.1% |
| 10Y | +638.0% | +53.4% | +584.6% | +456.6% |
| All | +638.0% | +54.2% | +583.8% | +456.6% |
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 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