+7,608.4%
EOG vs UDR
+2,878.3%
+4,730.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | +1.3% | -2.0% | +3.3% | +2.0% |
| 30D | +8.2% | -5.2% | +13.4% | +10.0% |
| 3M | +3.8% | -5.8% | +9.6% | +5.6% |
| 6M | +15.3% | -1.7% | +17.0% | +15.3% |
| YTD | +41.7% | +2.4% | +39.3% | +39.6% |
| 1Y | +23.6% | -2.1% | +25.7% | +23.3% |
| 3Y | +23.3% | +4.2% | +19.1% | +19.1% |
| 5Y | +170.4% | -20.0% | +190.4% | +182.0% |
| 10Y | +125.5% | +44.6% | +80.9% | +91.5% |
| All | +7,608.4% | +2,878.3% | +4,730.1% | +4,229.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling