+1,243.3%
ES vs UDR
+2,878.3%
-1,635.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.3% | -2.0% | +2.3% | +0.8% |
| 30D | -2.0% | -5.2% | +3.2% | -0.6% |
| 3M | +1.7% | -5.8% | +7.5% | +3.2% |
| 6M | -3.5% | -1.7% | -1.8% | -3.2% |
| YTD | +7.9% | +2.4% | +5.5% | +7.1% |
| 1Y | +17.2% | -2.1% | +19.3% | +17.5% |
| 3Y | +29.3% | +4.2% | +25.1% | +27.3% |
| 5Y | -5.7% | -20.0% | +14.2% | -1.6% |
| 10Y | +85.2% | +44.6% | +40.6% | +68.1% |
| All | +1,243.3% | +2,878.3% | -1,635.0% | +699.0% |
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