+14,053.0%
ECL vs UDR
+2,926.3%
+11,126.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.4% | +2.0% | -1.6% | -0.2% |
| 30D | +8.6% | +7.9% | +0.7% | +6.0% |
| 3M | +7.9% | -1.5% | +9.4% | +8.4% |
| 6M | +21.0% | +0.9% | +20.1% | +20.6% |
| YTD | +17.5% | +4.0% | +13.5% | +15.8% |
| 1Y | +19.7% | +10.4% | +9.3% | +15.8% |
| 3Y | +77.4% | +26.9% | +50.5% | +63.4% |
| 5Y | +38.7% | -19.4% | +58.1% | +46.1% |
| 10Y | +193.5% | +57.0% | +136.5% | +153.3% |
| All | +14,053.0% | +2,926.3% | +11,126.7% | +6,777.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling