+2,237.9%
EVRG vs UDR
+2,908.2%
-670.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | +1.4% | -0.4% | +1.8% | +1.5% |
| 30D | +7.4% | +7.8% | -0.4% | +5.1% |
| 3M | +7.2% | -2.8% | +10.0% | +8.0% |
| 6M | +9.5% | -1.4% | +10.9% | +9.8% |
| YTD | +25.6% | +3.4% | +22.2% | +23.9% |
| 1Y | +20.4% | +9.9% | +10.5% | +16.7% |
| 3Y | +108.8% | +28.5% | +80.3% | +92.7% |
| 5Y | +68.0% | -20.5% | +88.5% | +75.8% |
| 10Y | +124.6% | +54.2% | +70.4% | +97.7% |
| All | +2,237.9% | +2,908.2% | -670.3% | +1,208.4% |
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