+51.5%
ENTG vs UDR
+4.1%
+47.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.3% | +2.5% |
| 7D | +8.9% | -3.3% | +12.2% | +11.0% |
| 30D | -0.8% | -5.6% | +4.8% | +2.3% |
| 3M | +6.6% | -9.4% | +16.0% | +11.0% |
| 6M | +22.1% | -3.0% | +25.0% | +20.0% |
| YTD | +70.2% | -0.4% | +70.6% | +64.4% |
| 1Y | +76.7% | -5.1% | +81.9% | +77.1% |
| All | +51.5% | +4.1% | +47.3% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling