+155.6%
ECL vs UDR
+44.7%
+110.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.2% | -1.1% |
| 7D | -2.7% | -3.3% | +0.5% | -1.1% |
| 30D | -4.3% | -5.6% | +1.4% | -1.4% |
| 3M | +3.2% | -9.4% | +12.6% | +8.4% |
| 6M | -2.9% | -3.0% | +0.1% | -1.8% |
| YTD | +4.3% | -0.4% | +4.6% | +3.9% |
| 1Y | +1.6% | -5.1% | +6.8% | +3.8% |
| 3Y | +54.3% | +4.2% | +50.1% | +47.5% |
| 5Y | +26.5% | -19.5% | +46.0% | +36.9% |
| 10Y | +155.6% | +47.9% | +107.7% | +117.6% |
| All | +155.6% | +44.7% | +110.9% | +117.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling