+2,385.0%
ELV vs UDR
+730.0%
+1,655.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.1% |
| 7D | -0.3% | -2.1% | +1.8% | +0.4% |
| 30D | +2.0% | -5.6% | +7.6% | +3.8% |
| 3M | -3.5% | -5.8% | +2.3% | -1.7% |
| 6M | +40.2% | -1.1% | +41.3% | +40.3% |
| YTD | +15.8% | +1.6% | +14.2% | +14.7% |
| 1Y | +33.2% | -2.7% | +35.8% | +33.6% |
| 3Y | -6.2% | +6.3% | -12.5% | -9.7% |
| 5Y | +16.4% | -19.3% | +35.7% | +21.0% |
| 10Y | +259.8% | +46.0% | +213.8% | +206.6% |
| All | +2,385.0% | +730.0% | +1,655.0% | +991.1% |
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