-84.8%
EOSE vs UDR
+14.9%
-99.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.6% | +9.0% | +14.7% |
| 7D | +9.7% | +7.2% | +2.5% | +14.6% |
| 30D | -34.6% | +10.5% | -45.0% | -30.0% |
| 3M | -50.8% | -2.3% | -48.5% | -52.1% |
| 6M | -66.5% | +4.0% | -70.4% | -66.4% |
| YTD | -81.3% | +5.6% | -86.9% | -80.6% |
| 1Y | -84.8% | +13.0% | -97.9% | -85.4% |
| All | -84.8% | +14.9% | -99.7% | -85.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling