+409.3%
EQNR vs UDR
+47.2%
+362.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +6.4% | -3.5% | +9.9% | +7.6% |
| 30D | +10.4% | -5.3% | +15.7% | +12.3% |
| 3M | +23.1% | -9.5% | +32.6% | +26.9% |
| 6M | +36.3% | -0.7% | +36.9% | +35.4% |
| YTD | +96.0% | -1.2% | +97.1% | +94.9% |
| 1Y | +94.2% | -5.7% | +100.0% | +96.1% |
| 3Y | +75.3% | +3.7% | +71.5% | +68.2% |
| 5Y | +187.2% | -18.9% | +206.1% | +197.6% |
| All | +409.3% | +47.2% | +362.1% | +361.2% |
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