+90.2%
EMR vs UDR
-20.8%
+111.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.3% |
| 7D | +2.8% | -0.4% | +3.2% | +3.0% |
| 30D | +3.7% | +7.8% | -4.1% | +0.4% |
| 3M | +2.0% | -2.8% | +4.8% | +3.1% |
| 6M | +22.1% | -1.4% | +23.6% | +22.0% |
| YTD | +27.2% | +3.4% | +23.8% | +24.3% |
| 1Y | +32.0% | +9.9% | +22.2% | +25.5% |
| 3Y | +103.3% | +28.5% | +74.8% | +79.7% |
| All | +90.2% | -20.8% | +111.0% | +110.2% |
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