+60,798.0%
EME vs UDR
+1,302.9%
+59,495.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.5% | -1.5% |
| 7D | +2.7% | -3.3% | +6.0% | +4.4% |
| 30D | -6.8% | -5.6% | -1.2% | -4.2% |
| 3M | -8.8% | -9.4% | +0.6% | -5.1% |
| 6M | +5.0% | -3.0% | +7.9% | +5.2% |
| YTD | +23.5% | -0.4% | +23.9% | +21.6% |
| 1Y | +21.3% | -5.1% | +26.4% | +21.9% |
| 3Y | +241.1% | +4.2% | +236.8% | +218.4% |
| 5Y | +549.2% | -19.5% | +568.7% | +578.4% |
| 10Y | +1,306.4% | +47.9% | +1,258.5% | +928.1% |
| All | +60,798.0% | +1,302.9% | +59,495.1% | +17,282.7% |
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