+764.3%
ENTG vs UDR
+47.3%
+717.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.5% |
| 7D | +5.1% | -3.4% | +8.5% | +7.1% |
| 30D | -8.5% | -5.4% | -3.1% | -5.9% |
| 3M | +6.7% | -10.0% | +16.7% | +11.5% |
| 6M | +17.7% | -2.5% | +20.3% | +16.9% |
| YTD | +63.5% | -1.1% | +64.6% | +61.4% |
| 1Y | +73.6% | -3.9% | +77.5% | +73.5% |
| 3Y | +44.6% | +3.4% | +41.1% | +39.3% |
| 5Y | +16.1% | -18.9% | +35.0% | +26.1% |
| All | +764.3% | +47.3% | +717.0% | +697.3% |
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