+1,710.0%
EL vs UDR
+1,326.0%
+384.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.8% |
| 7D | +1.5% | -0.4% | +1.9% | +1.7% |
| 30D | +10.0% | +7.8% | +2.2% | +7.3% |
| 3M | +28.4% | -2.8% | +31.2% | +29.7% |
| 6M | +37.1% | -1.4% | +38.5% | +37.7% |
| YTD | +7.8% | +3.4% | +4.4% | +6.5% |
| 1Y | +26.0% | +9.9% | +16.2% | +21.9% |
| 3Y | +3.8% | +28.5% | -24.7% | -4.1% |
| 5Y | -65.2% | -20.5% | -44.7% | -62.7% |
| 10Y | +62.1% | +54.2% | +7.9% | +40.2% |
| All | +1,710.0% | +1,326.0% | +384.0% | +782.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling