+554.0%
XYZ vs UDR
+52.9%
+501.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.5% |
| 7D | +12.1% | +3.0% | +9.2% | +10.3% |
| 30D | +12.4% | +10.3% | +2.1% | +5.6% |
| 3M | +8.2% | -2.9% | +11.1% | +10.4% |
| 6M | +20.7% | +0.3% | +20.4% | +19.6% |
| YTD | +31.3% | +3.8% | +27.5% | +26.7% |
| 1Y | +20.5% | +12.7% | +7.8% | +9.6% |
| 3Y | +72.6% | +27.6% | +45.0% | +40.9% |
| 5Y | -64.0% | -18.6% | -45.4% | -59.9% |
| 10Y | +601.8% | +52.4% | +549.4% | +461.9% |
| All | +554.0% | +52.9% | +501.1% | +420.7% |
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