+266.6%
EW vs UDR
+55.2%
+211.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | +6.5% | -1.8% | +8.3% | +7.3% |
| 30D | +22.5% | +7.9% | +14.6% | +18.3% |
| 3M | +13.0% | -0.8% | +13.8% | +13.3% |
| 6M | +37.1% | 0.0% | +37.1% | +36.7% |
| YTD | +24.1% | +3.7% | +20.4% | +21.3% |
| 1Y | +24.2% | +8.5% | +15.7% | +18.8% |
| 3Y | +64.8% | +26.6% | +38.2% | +44.6% |
| 5Y | -7.4% | -20.2% | +12.8% | 0.0% |
| All | +266.6% | +55.2% | +211.4% | +234.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling