+3.6%
ES vs UDR
-18.0%
+21.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.3% |
| 7D | +1.9% | +3.0% | -1.1% | +0.5% |
| 30D | +7.1% | +10.3% | -3.2% | +2.2% |
| 3M | -1.9% | -2.9% | +1.0% | -0.6% |
| 6M | +4.4% | +0.3% | +4.0% | +4.0% |
| YTD | +7.3% | +3.8% | +3.5% | +4.8% |
| 1Y | +2.1% | +12.7% | -10.6% | -4.3% |
| 3Y | +41.8% | +27.6% | +14.3% | +23.9% |
| All | +3.6% | -18.0% | +21.6% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling