+9,941.5%
EAT vs UDR
+2,908.2%
+7,033.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | -4.0% | -0.4% | -3.6% | -3.8% |
| 30D | -2.9% | +7.8% | -10.7% | -6.3% |
| 3M | -16.9% | -2.8% | -14.1% | -15.9% |
| 6M | +57.0% | -1.4% | +58.4% | +57.1% |
| YTD | +38.2% | +3.4% | +34.8% | +34.9% |
| 1Y | +69.3% | +9.9% | +59.4% | +60.7% |
| 3Y | +483.0% | +28.5% | +454.5% | +413.0% |
| 5Y | +364.1% | -20.5% | +384.6% | +404.1% |
| 10Y | +320.8% | +54.2% | +266.6% | +254.1% |
| All | +9,941.5% | +2,908.2% | +7,033.4% | +3,540.2% |
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