+90.4%
ENB vs UDR
+47.3%
+43.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.6% |
| 7D | -4.6% | -3.4% | -1.2% | -3.3% |
| 30D | -5.2% | -5.4% | +0.2% | -3.2% |
| 3M | -13.4% | -10.0% | -3.4% | -9.9% |
| 6M | -7.8% | -2.5% | -5.3% | -7.3% |
| YTD | +4.9% | -1.1% | +6.0% | +4.6% |
| 1Y | +3.2% | -3.9% | +7.1% | +4.0% |
| 3Y | +71.0% | +3.4% | +67.5% | +64.0% |
| 5Y | +64.0% | -18.9% | +82.9% | +71.2% |
| All | +90.4% | +47.3% | +43.1% | +64.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling