+7.4%
EQT vs UDR
-3.8%
+11.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -2.0% | -3.5% | +1.5% | -1.9% |
| 30D | 0.0% | -5.3% | +5.3% | +0.1% |
| 3M | +5.9% | -9.5% | +15.5% | +6.1% |
| 6M | -14.8% | -0.7% | -14.1% | -13.9% |
| YTD | +1.8% | -1.2% | +2.9% | +2.2% |
| 1Y | +7.4% | -5.7% | +13.1% | +3.4% |
| All | +7.4% | -3.8% | +11.1% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling