+154.7%
EWJ vs UDR
+1,113.2%
-958.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +2.9% | -2.1% | +4.9% | +3.5% |
| 30D | +1.1% | -5.6% | +6.7% | +2.7% |
| 3M | +7.1% | -5.8% | +12.9% | +8.6% |
| 6M | +16.2% | -1.1% | +17.3% | +16.1% |
| YTD | +22.0% | +1.6% | +20.4% | +20.9% |
| 1Y | +26.2% | -2.7% | +28.9% | +26.3% |
| 3Y | +73.5% | +6.3% | +67.2% | +67.8% |
| 5Y | +52.7% | -19.3% | +72.0% | +57.6% |
| 10Y | +138.5% | +46.0% | +92.5% | +101.3% |
| All | +154.7% | +1,113.2% | -958.5% | +23.2% |
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