+13,978.1%
ECL vs UDR
+2,882.6%
+11,095.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -0.5% | -2.4% | +1.9% | +0.3% |
| 30D | +6.6% | +6.7% | -0.1% | +4.4% |
| 3M | +9.6% | -1.8% | +11.4% | +10.2% |
| 6M | +21.6% | -1.8% | +23.4% | +22.2% |
| YTD | +16.9% | +2.5% | +14.4% | +15.8% |
| 1Y | +17.9% | +7.9% | +10.0% | +14.9% |
| 3Y | +76.5% | +25.1% | +51.4% | +63.3% |
| 5Y | +36.6% | -21.2% | +57.8% | +44.9% |
| 10Y | +193.2% | +52.9% | +140.2% | +155.0% |
| All | +13,978.1% | +2,882.6% | +11,095.5% | +6,772.4% |
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