+238.8%
EQX vs UDR
+19.6%
+219.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -3.2% | -3.5% | +0.3% | -2.5% |
| 30D | +7.8% | -5.3% | +13.1% | +9.0% |
| 3M | +21.3% | -9.5% | +30.9% | +23.7% |
| 6M | -22.4% | -0.7% | -21.8% | -22.6% |
| YTD | -11.3% | -1.2% | -10.1% | -11.4% |
| 1Y | +13.5% | -5.7% | +19.3% | +14.4% |
| 3Y | +162.1% | +3.7% | +158.4% | +157.3% |
| 5Y | +84.2% | -18.9% | +103.1% | +86.0% |
| All | +238.8% | +19.6% | +219.2% | +251.9% |
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 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