+1,947.8%
ENPH vs UDR
+47.3%
+1,900.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.8% |
| 7D | +1.5% | -3.4% | +4.9% | +3.5% |
| 30D | -12.9% | -5.4% | -7.4% | -10.2% |
| 3M | -27.1% | -10.0% | -17.1% | -23.4% |
| 6M | -15.4% | -2.5% | -12.9% | -15.6% |
| YTD | +15.0% | -1.1% | +16.1% | +14.1% |
| 1Y | -0.7% | -3.9% | +3.2% | 0.0% |
| 3Y | -69.3% | +3.4% | -72.8% | -70.4% |
| 5Y | -76.7% | -18.9% | -57.8% | -74.8% |
| All | +1,947.8% | +47.3% | +1,900.5% | +1,793.8% |
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