-60.8%
EOSE vs UDR
+38.7%
-99.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +1.8% | -3.5% | +5.3% | +3.7% |
| 30D | -6.8% | -5.3% | -1.5% | -4.3% |
| 3M | -36.3% | -9.5% | -26.8% | -33.8% |
| 6M | -38.8% | -0.7% | -38.1% | -40.4% |
| YTD | -65.5% | -1.2% | -64.4% | -66.6% |
| 1Y | -45.3% | -5.7% | -39.5% | -45.6% |
| 3Y | +44.2% | +3.7% | +40.4% | +31.3% |
| 5Y | -69.5% | -18.9% | -50.6% | -69.3% |
| All | -60.8% | +38.7% | -99.5% | -46.9% |
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