+140.0%
EWY vs UDR
-3.7%
+143.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.5% |
| 7D | +1.2% | -3.4% | +4.6% | -0.1% |
| 30D | +9.3% | -5.4% | +14.7% | +7.0% |
| 3M | +2.4% | -10.0% | +12.4% | -1.4% |
| 6M | +40.3% | -2.5% | +42.8% | +34.1% |
| YTD | +88.0% | -1.1% | +89.1% | +81.1% |
| All | +140.0% | -3.7% | +143.7% | +120.8% |
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 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