+238.7%
EQIX vs UDR
+1,068.5%
-829.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +1.3% | -2.1% | +3.4% | +2.2% |
| 30D | +0.3% | -5.6% | +6.0% | +2.8% |
| 3M | -1.6% | -5.8% | +4.2% | +0.6% |
| 6M | +12.2% | -1.1% | +13.3% | +11.9% |
| YTD | +38.0% | +1.6% | +36.4% | +35.5% |
| 1Y | +38.9% | -2.7% | +41.6% | +38.8% |
| 3Y | +43.8% | +6.3% | +37.5% | +37.4% |
| 5Y | +30.4% | -19.3% | +49.7% | +40.4% |
| 10Y | +238.6% | +46.0% | +192.6% | +173.3% |
| All | +238.7% | +1,068.5% | -829.9% | +79.0% |
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