+47.1%
EWJ vs UDR
-20.1%
+67.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.4% |
| 7D | -1.5% | -3.4% | +1.9% | -0.6% |
| 30D | +0.2% | -5.4% | +5.6% | +1.6% |
| 3M | +8.6% | -10.0% | +18.6% | +11.4% |
| 6M | +12.1% | -2.5% | +14.7% | +12.2% |
| YTD | +20.1% | -1.1% | +21.2% | +19.6% |
| 1Y | +25.2% | -3.9% | +29.1% | +25.5% |
| 3Y | +70.8% | +3.4% | +67.3% | +66.2% |
| All | +47.1% | -20.1% | +67.3% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling