+1,244.2%
EWY vs UDR
+1,167.3%
+76.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | +8.0% | -2.1% | +10.1% | +9.0% |
| 30D | +14.3% | -5.6% | +20.0% | +17.1% |
| 3M | +2.3% | -5.8% | +8.1% | +4.0% |
| 6M | +49.9% | -1.1% | +51.0% | +48.7% |
| YTD | +95.3% | +1.6% | +93.7% | +91.0% |
| 1Y | +161.7% | -2.7% | +164.4% | +159.6% |
| 3Y | +230.2% | +6.3% | +223.9% | +209.6% |
| 5Y | +148.1% | -19.3% | +167.5% | +157.6% |
| 10Y | +293.2% | +46.0% | +247.2% | +196.4% |
| All | +1,244.2% | +1,167.3% | +76.9% | +320.2% |
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