-31.9%
EL vs UDR
+4.1%
-36.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -1.5% |
| 7D | -2.4% | -3.3% | +0.9% | -0.1% |
| 30D | +13.7% | -5.6% | +19.3% | +18.3% |
| 3M | +14.5% | -9.4% | +23.9% | +22.2% |
| 6M | +7.4% | -3.0% | +10.4% | +9.0% |
| YTD | -4.7% | -0.4% | -4.3% | -5.3% |
| 1Y | +12.9% | -5.1% | +18.1% | +16.2% |
| All | -31.9% | +4.1% | -36.1% | -39.5% |
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