+28.1%
ECL vs UDR
-18.0%
+46.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | -0.8% | -2.1% | +1.3% | +0.3% |
| 30D | -2.5% | -5.6% | +3.2% | +0.4% |
| 3M | +8.3% | -5.8% | +14.1% | +11.5% |
| 6M | -1.1% | -1.1% | 0.0% | -0.9% |
| YTD | +6.5% | +1.6% | +4.9% | +5.1% |
| 1Y | +2.1% | -2.7% | +4.7% | +2.9% |
| 3Y | +57.6% | +6.3% | +51.3% | +49.4% |
| 5Y | +28.1% | -19.3% | +47.4% | +40.2% |
| All | +28.1% | -18.0% | +46.0% | +40.2% |
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 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