+35.9%
EIX vs UDR
+54.6%
-18.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.1% |
| 7D | +1.4% | -0.4% | +1.7% | +1.6% |
| 30D | +8.5% | +7.8% | +0.8% | +4.4% |
| 3M | -13.5% | -2.8% | -10.7% | -12.2% |
| 6M | -12.4% | -1.4% | -10.9% | -11.9% |
| YTD | +5.9% | +3.4% | +2.5% | +3.2% |
| 1Y | +7.6% | +9.9% | -2.3% | +1.5% |
| 3Y | +12.8% | +28.5% | -15.7% | -3.6% |
| 5Y | +19.2% | -20.5% | +39.7% | +29.0% |
| All | +35.9% | +54.6% | -18.8% | +2.0% |
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