+290.8%
EWY vs UDR
+47.3%
+243.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.0% |
| 7D | +1.2% | -3.4% | +4.6% | +2.4% |
| 30D | +9.3% | -5.4% | +14.7% | +11.2% |
| 3M | +2.4% | -10.0% | +12.4% | +5.3% |
| 6M | +40.3% | -2.5% | +42.8% | +39.7% |
| YTD | +88.0% | -1.1% | +89.1% | +85.9% |
| 1Y | +143.8% | -3.9% | +147.7% | +142.9% |
| 3Y | +217.8% | +3.4% | +214.3% | +203.1% |
| 5Y | +142.7% | -18.9% | +161.6% | +150.1% |
| All | +290.8% | +47.3% | +243.5% | +218.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling