+10.2%
EIX vs UDR
+28.9%
-18.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +1.0% | +2.0% | -1.1% | +0.1% |
| 30D | +8.9% | +7.9% | +1.0% | +5.2% |
| 3M | -9.8% | -1.5% | -8.3% | -9.2% |
| 6M | -10.2% | +0.9% | -11.1% | -10.7% |
| YTD | +5.9% | +4.0% | +1.9% | +3.3% |
| 1Y | +10.9% | +10.4% | +0.5% | +4.9% |
| 3Y | +10.2% | +26.9% | -16.7% | -7.9% |
| All | +10.2% | +28.9% | -18.7% | -7.9% |
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