+110.8%
EAT vs UDR
+14.9%
+95.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.6% | +2.7% | +5.6% |
| 7D | -0.1% | +7.2% | -7.4% | -1.3% |
| 30D | +13.5% | +10.5% | +3.1% | +11.1% |
| 3M | +1.0% | -2.3% | +3.3% | +1.8% |
| 6M | +57.3% | +4.0% | +53.3% | +55.6% |
| YTD | +53.6% | +5.6% | +48.0% | +51.3% |
| 1Y | +110.8% | +13.0% | +97.8% | +99.5% |
| All | +110.8% | +14.9% | +95.9% | +99.5% |
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