+65.8%
EMR vs UDR
-20.7%
+86.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.4% |
| 7D | +0.9% | -3.3% | +4.2% | +2.3% |
| 30D | -5.0% | -5.6% | +0.7% | -2.7% |
| 3M | +5.9% | -9.4% | +15.3% | +9.9% |
| 6M | +7.3% | -3.0% | +10.3% | +7.8% |
| YTD | +14.6% | -0.4% | +14.9% | +13.8% |
| 1Y | +15.6% | -5.1% | +20.8% | +17.2% |
| 3Y | +60.2% | +4.2% | +56.0% | +55.2% |
| 5Y | +65.8% | -19.5% | +85.4% | +82.0% |
| All | +65.8% | -20.7% | +86.5% | +82.0% |
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