+8.1%
EWZ vs UDR
+14.9%
-6.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -2.0% | +1.1% |
| 7D | -4.1% | +7.2% | -11.3% | -5.0% |
| 30D | -25.0% | +10.5% | -35.4% | -26.0% |
| 3M | -10.6% | -2.3% | -8.4% | -11.1% |
| 6M | -16.6% | +4.0% | -20.6% | -18.1% |
| YTD | +2.5% | +5.6% | -3.1% | +0.7% |
| 1Y | +8.1% | +13.0% | -5.0% | +4.0% |
| All | +8.1% | +14.9% | -6.8% | +4.0% |
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