-28.2%
UDN price history and return analytics
+355.4%
-383.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | +0.1% | -3.1% | +3.2% | +0.5% |
| 3M | -1.9% | -3.5% | +1.6% | -1.5% |
| 6M | -3.4% | +0.5% | -3.8% | -3.5% |
| YTD | -2.5% | +10.8% | -13.2% | -4.0% |
| 1Y | -0.9% | +11.9% | -12.8% | -2.6% |
| 3Y | +9.7% | +73.0% | -63.2% | +1.2% |
| 5Y | -0.1% | +58.6% | -58.7% | -7.3% |
| 10Y | -1.2% | +219.2% | -220.4% | -17.7% |
| All | -28.2% | +355.4% | -383.6% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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