+165.5%
YUM vs UDR
+47.2%
+118.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -6.1% | -3.5% | -2.6% | -4.8% |
| 30D | -5.8% | -5.3% | -0.5% | -3.8% |
| 3M | -7.6% | -9.5% | +1.9% | -4.1% |
| 6M | -9.1% | -0.7% | -8.5% | -9.1% |
| YTD | -5.5% | -1.2% | -4.3% | -5.6% |
| 1Y | -3.7% | -5.7% | +2.0% | -2.0% |
| 3Y | +17.8% | +3.7% | +14.1% | +14.2% |
| 5Y | +19.3% | -18.9% | +38.2% | +25.7% |
| All | +165.5% | +47.2% | +118.4% | +125.1% |
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