+27.2%
EIX vs UDR
-18.0%
+45.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.3% | +4.9% |
| 7D | +0.9% | -2.1% | +3.0% | +1.9% |
| 30D | -13.5% | -5.6% | -7.9% | -11.2% |
| 3M | -15.3% | -5.8% | -9.5% | -13.0% |
| 6M | -15.3% | -1.1% | -14.2% | -15.2% |
| YTD | +2.7% | +1.6% | +1.1% | +1.2% |
| 1Y | +17.4% | -2.7% | +20.1% | +18.1% |
| 3Y | -1.3% | +6.3% | -7.6% | -6.3% |
| 5Y | +27.2% | -19.3% | +46.5% | +33.4% |
| All | +27.2% | -18.0% | +45.2% | +33.4% |
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 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