+164.3%
EWY vs UDR
-1.4%
+165.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +4.8% | -2.0% | +6.8% | +4.0% |
| 30D | +11.7% | -5.2% | +16.9% | +9.4% |
| 3M | -7.4% | -5.8% | -1.6% | -9.5% |
| 6M | +40.6% | -1.7% | +42.3% | +35.9% |
| YTD | +94.3% | +2.4% | +91.9% | +89.8% |
| 1Y | +164.3% | -2.1% | +166.4% | +154.3% |
| All | +164.3% | -1.4% | +165.7% | +154.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling