+3,947.2%
YUM vs UDR
+1,044.8%
+2,902.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -6.1% | -3.5% | -2.6% | -4.9% |
| 30D | -5.8% | -5.3% | -0.5% | -4.1% |
| 3M | -7.6% | -9.5% | +1.9% | -4.6% |
| 6M | -9.1% | -0.7% | -8.5% | -9.1% |
| YTD | -5.5% | -1.2% | -4.3% | -5.5% |
| 1Y | -3.7% | -5.7% | +2.0% | -2.2% |
| 3Y | +17.8% | +3.7% | +14.1% | +14.8% |
| 5Y | +19.3% | -18.9% | +38.2% | +24.5% |
| 10Y | +170.7% | +46.7% | +124.0% | +126.2% |
| All | +3,947.2% | +1,044.8% | +2,902.4% | +1,554.8% |
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 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