+7,692.7%
EW vs UDR
+1,326.3%
+6,366.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | +4.9% | -0.4% | +5.3% | +5.0% |
| 30D | +23.9% | +7.8% | +16.2% | +21.5% |
| 3M | +15.8% | -2.8% | +18.5% | +16.6% |
| 6M | +31.7% | -1.4% | +33.1% | +32.0% |
| YTD | +25.7% | +3.4% | +22.3% | +24.2% |
| 1Y | +24.4% | +9.9% | +14.6% | +20.9% |
| 3Y | +65.9% | +28.5% | +37.4% | +54.1% |
| 5Y | -7.6% | -20.5% | +12.9% | -3.0% |
| 10Y | +253.2% | +54.2% | +199.0% | +213.7% |
| All | +7,692.7% | +1,326.3% | +6,366.4% | +3,987.2% |
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 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