+233.4%
EQX vs UDR
+19.7%
+213.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.7% | -4.3% | -4.9% |
| 7D | -7.0% | -3.4% | -3.6% | -6.4% |
| 30D | +4.8% | -5.4% | +10.3% | +6.0% |
| 3M | +25.6% | -10.0% | +35.6% | +28.2% |
| 6M | -25.8% | -2.5% | -23.3% | -25.7% |
| YTD | -12.7% | -1.1% | -11.6% | -12.8% |
| 1Y | +14.1% | -3.9% | +18.0% | +14.5% |
| 3Y | +165.7% | +3.4% | +162.3% | +160.9% |
| 5Y | +81.2% | -18.9% | +100.1% | +83.0% |
| All | +233.4% | +19.7% | +213.7% | +246.2% |
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 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