-68.4%
EL vs UDR
-20.7%
-47.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -1.6% |
| 7D | -2.4% | -3.3% | +0.9% | -0.2% |
| 30D | +13.7% | -5.6% | +19.3% | +18.0% |
| 3M | +14.5% | -9.4% | +23.9% | +21.8% |
| 6M | +7.4% | -3.0% | +10.4% | +8.9% |
| YTD | -4.7% | -0.4% | -4.3% | -5.1% |
| 1Y | +12.9% | -5.1% | +18.1% | +15.9% |
| 3Y | -32.2% | +4.2% | -36.4% | -35.0% |
| 5Y | -68.4% | -19.5% | -48.9% | -63.9% |
| All | -68.4% | -20.7% | -47.7% | -63.9% |
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 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