+412.7%
ECHO vs UDR
+4.1%
+408.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.3% | -1.0% |
| 7D | +5.3% | -3.3% | +8.6% | +7.5% |
| 30D | +2.4% | -5.6% | +8.1% | +6.0% |
| 3M | -21.8% | -9.4% | -12.4% | -17.5% |
| 6M | -16.9% | -3.0% | -14.0% | -16.7% |
| YTD | -16.0% | -0.4% | -15.6% | -18.1% |
| 1Y | +9.3% | -5.1% | +14.4% | +10.7% |
| All | +412.7% | +4.1% | +408.6% | +321.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling