+11,556.1%
EAT vs UDR
+2,878.3%
+8,677.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | 0.0% | -2.0% | +2.0% | +0.9% |
| 30D | +1.9% | -5.2% | +7.1% | +4.3% |
| 3M | +68.7% | -5.8% | +74.4% | +72.9% |
| 6M | +66.9% | -1.7% | +68.6% | +67.3% |
| YTD | +60.4% | +2.4% | +58.0% | +57.5% |
| 1Y | +44.0% | -2.1% | +46.1% | +44.4% |
| 3Y | +604.7% | +4.2% | +600.5% | +581.2% |
| 5Y | +347.0% | -20.0% | +367.0% | +384.2% |
| 10Y | +390.8% | +44.6% | +346.1% | +323.7% |
| All | +11,556.1% | +2,878.3% | +8,677.9% | +4,151.8% |
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