+1,582.2%
EL vs UDR
+1,311.9%
+270.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +2.9% | +3.0% |
| 7D | +0.8% | -2.0% | +2.8% | +1.5% |
| 30D | +19.8% | -5.2% | +25.0% | +22.0% |
| 3M | +25.7% | -5.8% | +31.5% | +28.2% |
| 6M | +5.4% | -1.7% | +7.1% | +5.9% |
| YTD | +0.2% | +2.4% | -2.2% | -0.7% |
| 1Y | +20.4% | -2.1% | +22.6% | +21.0% |
| 3Y | -32.1% | +4.2% | -36.3% | -32.9% |
| 5Y | -67.2% | -20.0% | -47.2% | -64.9% |
| 10Y | +31.7% | +44.6% | -12.9% | +15.9% |
| All | +1,582.2% | +1,311.9% | +270.3% | +722.9% |
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 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