+224.6%
ESI vs UDR
+130.4%
+94.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +3.3% | -2.0% | +5.3% | +4.3% |
| 30D | -5.9% | -5.2% | -0.7% | -3.6% |
| 3M | -14.1% | -5.8% | -8.3% | -12.3% |
| 6M | +6.6% | -1.7% | +8.3% | +6.2% |
| YTD | +45.0% | +2.4% | +42.7% | +41.6% |
| 1Y | +41.5% | -2.1% | +43.6% | +40.9% |
| 3Y | +78.8% | +4.2% | +74.6% | +72.0% |
| 5Y | +70.9% | -20.0% | +90.9% | +83.7% |
| 10Y | +317.1% | +44.6% | +272.4% | +254.0% |
| All | +224.6% | +130.4% | +94.2% | +146.3% |
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 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