+3,033.3%
EQT vs UDR
+2,776.7%
+256.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -1.2% | -3.4% | +2.2% | -0.1% |
| 30D | +1.1% | -5.4% | +6.5% | +2.8% |
| 3M | +4.8% | -10.0% | +14.8% | +8.1% |
| 6M | -10.6% | -2.5% | -8.0% | -10.3% |
| YTD | +3.4% | -1.1% | +4.6% | +3.1% |
| 1Y | +8.7% | -3.9% | +12.6% | +9.1% |
| 3Y | +35.0% | +3.4% | +31.5% | +31.6% |
| 5Y | +204.2% | -18.9% | +223.1% | +218.5% |
| 10Y | +52.5% | +46.8% | +5.7% | +26.3% |
| All | +3,033.3% | +2,776.7% | +256.6% | +1,367.9% |
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