-5.1%
ES vs UDR
-18.0%
+12.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +1.0% |
| 7D | +1.4% | -2.1% | +3.5% | +2.4% |
| 30D | -1.2% | -5.6% | +4.5% | +1.6% |
| 3M | +5.0% | -5.8% | +10.8% | +7.9% |
| 6M | -2.8% | -1.1% | -1.7% | -2.5% |
| YTD | +8.6% | +1.6% | +7.0% | +7.2% |
| 1Y | +18.9% | -2.7% | +21.6% | +19.7% |
| 3Y | +32.1% | +6.3% | +25.8% | +25.7% |
| 5Y | -5.1% | -19.3% | +14.3% | -2.2% |
| All | -5.1% | -18.0% | +12.9% | -2.2% |
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 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