+13.4%
YUM vs UDR
+14.9%
-1.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.6% | +2.3% | +4.4% |
| 7D | +10.8% | +7.2% | +3.5% | +7.7% |
| 30D | +21.4% | +10.5% | +11.0% | +16.7% |
| 3M | +13.2% | -2.3% | +15.4% | +13.5% |
| 6M | +8.8% | +4.0% | +4.8% | +7.1% |
| YTD | +11.5% | +5.6% | +5.9% | +6.7% |
| 1Y | +13.4% | +13.0% | +0.3% | +3.3% |
| All | +13.4% | +14.9% | -1.5% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling