+47.7%
XYZ vs UDR
+6.2%
+41.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -1.0% | -2.0% | +1.0% | +0.1% |
| 30D | -1.7% | -5.2% | +3.5% | +1.1% |
| 3M | +16.7% | -5.8% | +22.5% | +20.0% |
| 6M | +26.9% | -1.7% | +28.5% | +26.8% |
| YTD | +27.1% | +2.4% | +24.8% | +23.9% |
| 1Y | +9.3% | -2.1% | +11.4% | +9.4% |
| All | +47.7% | +6.2% | +41.4% | +30.8% |
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