+119.0%
EOG vs UDR
+47.3%
+71.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +1.0% | -3.4% | +4.4% | +2.5% |
| 30D | +2.8% | -5.4% | +8.3% | +5.2% |
| 3M | +5.9% | -10.0% | +15.9% | +10.3% |
| 6M | +17.1% | -2.5% | +19.6% | +17.3% |
| YTD | +43.9% | -1.1% | +45.0% | +43.0% |
| 1Y | +26.9% | -3.9% | +30.8% | +27.4% |
| 3Y | +23.6% | +3.4% | +20.1% | +17.8% |
| 5Y | +178.1% | -18.9% | +197.0% | +192.0% |
| All | +119.0% | +47.3% | +71.7% | +102.1% |
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