+580.0%
XYZ vs UDR
+42.1%
+537.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.7% |
| 7D | +2.9% | -2.1% | +4.9% | +4.3% |
| 30D | +1.4% | -5.6% | +7.0% | +5.3% |
| 3M | +14.6% | -5.8% | +20.3% | +18.7% |
| 6M | +20.8% | -1.1% | +21.9% | +20.3% |
| YTD | +23.1% | +1.6% | +21.5% | +20.0% |
| 1Y | +5.6% | -2.7% | +8.3% | +5.7% |
| 3Y | +50.9% | +6.3% | +44.6% | +39.2% |
| 5Y | -68.6% | -19.3% | -49.2% | -64.7% |
| 10Y | +580.0% | +46.0% | +534.0% | +438.3% |
| All | +580.0% | +42.1% | +537.8% | +438.3% |
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