+62.0%
EW vs UDR
+28.9%
+33.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | +9.3% | +2.0% | +7.2% | +8.5% |
| 30D | +22.1% | +7.9% | +14.2% | +18.7% |
| 3M | +13.0% | -1.5% | +14.5% | +13.5% |
| 6M | +30.1% | +0.9% | +29.2% | +29.3% |
| YTD | +22.0% | +4.0% | +18.0% | +19.7% |
| 1Y | +23.7% | +10.4% | +13.3% | +18.5% |
| 3Y | +62.0% | +26.9% | +35.1% | +49.2% |
| All | +62.0% | +28.9% | +33.1% | +49.2% |
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