+61.9%
EBAY vs UDR
-20.2%
+82.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.6% | +2.6% |
| 7D | +4.2% | -3.5% | +7.7% | +5.8% |
| 30D | +5.6% | -5.3% | +10.9% | +8.2% |
| 3M | -1.4% | -9.5% | +8.1% | +2.7% |
| 6M | +18.2% | -0.7% | +18.9% | +17.8% |
| YTD | +24.8% | -1.2% | +26.0% | +24.1% |
| 1Y | +18.0% | -5.7% | +23.8% | +19.8% |
| 3Y | +160.3% | +3.7% | +156.5% | +147.3% |
| All | +61.9% | -20.2% | +82.1% | +73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling