+17.0%
EIX vs UDR
-19.0%
+36.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +1.0% | +2.0% | -1.1% | 0.0% |
| 30D | +8.9% | +7.9% | +1.0% | +5.0% |
| 3M | -9.8% | -1.5% | -8.3% | -9.2% |
| 6M | -10.2% | +0.9% | -11.1% | -10.8% |
| YTD | +5.9% | +4.0% | +1.9% | +3.2% |
| 1Y | +10.9% | +10.4% | +0.5% | +4.9% |
| 3Y | +10.2% | +26.9% | -16.7% | -4.1% |
| 5Y | +17.0% | -19.4% | +36.4% | +22.6% |
| All | +17.0% | -19.0% | +36.1% | +22.6% |
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