+77.4%
ECL vs UDR
+28.9%
+48.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.4% | +2.0% | -1.6% | -0.4% |
| 30D | +8.6% | +7.9% | +0.7% | +5.2% |
| 3M | +7.9% | -1.5% | +9.4% | +8.5% |
| 6M | +21.0% | +0.9% | +20.1% | +20.4% |
| YTD | +17.5% | +4.0% | +13.5% | +15.3% |
| 1Y | +19.7% | +10.4% | +9.3% | +14.6% |
| 3Y | +77.4% | +26.9% | +50.5% | +72.8% |
| All | +77.4% | +28.9% | +48.5% | +72.8% |
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 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