-58.8%
EOSE vs UDR
+39.9%
-98.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -2.5% |
| 7D | +15.0% | -3.3% | +18.2% | +17.0% |
| 30D | +2.5% | -5.6% | +8.1% | +5.4% |
| 3M | -33.7% | -9.4% | -24.3% | -31.1% |
| 6M | -32.7% | -3.0% | -29.8% | -33.5% |
| YTD | -63.8% | -0.4% | -63.4% | -65.1% |
| 1Y | -40.5% | -5.1% | -35.4% | -41.1% |
| 3Y | +50.4% | +4.2% | +46.2% | +36.6% |
| 5Y | -68.6% | -19.5% | -49.0% | -68.7% |
| All | -58.8% | +39.9% | -98.6% | -44.4% |
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 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