-69.3%
EOSE vs UDR
-20.1%
-49.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.1% | -3.3% |
| 7D | +14.0% | -3.4% | +17.4% | +17.0% |
| 30D | -5.9% | -5.4% | -0.5% | -2.1% |
| 3M | -34.3% | -10.0% | -24.3% | -30.2% |
| 6M | -37.8% | -2.5% | -35.2% | -39.2% |
| YTD | -65.2% | -1.1% | -64.1% | -67.0% |
| 1Y | -41.9% | -3.9% | -38.0% | -43.8% |
| 3Y | +44.6% | +3.4% | +41.1% | +22.3% |
| All | -69.3% | -20.1% | -49.2% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling