+198.2%
ESI vs UDR
+132.7%
+65.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | +5.5% | -0.4% | +5.9% | +5.7% |
| 30D | -7.8% | +7.8% | -15.5% | -11.3% |
| 3M | -15.0% | -2.8% | -12.2% | -14.4% |
| 6M | -24.9% | -1.4% | -23.5% | -25.4% |
| YTD | +33.2% | +3.4% | +29.8% | +28.9% |
| 1Y | +24.9% | +9.9% | +15.1% | +17.3% |
| 3Y | +77.8% | +28.5% | +49.2% | +54.5% |
| 5Y | +37.1% | -20.5% | +57.6% | +47.3% |
| 10Y | +320.5% | +54.2% | +266.3% | +247.3% |
| All | +198.2% | +132.7% | +65.5% | +124.1% |
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