+74.4%
EVRG vs UDR
+3.4%
+71.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -0.7% | -3.4% | +2.7% | +0.6% |
| 30D | 0.0% | -5.4% | +5.4% | +2.0% |
| 3M | -1.0% | -10.0% | +9.0% | +2.8% |
| 6M | +1.0% | -2.5% | +3.5% | +1.7% |
| YTD | +15.1% | -1.1% | +16.2% | +15.0% |
| 1Y | +17.6% | -3.9% | +21.5% | +18.7% |
| All | +74.4% | +3.4% | +71.1% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling