+50.3%
EWZ vs UDR
+54.2%
-3.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | +1.4% | +2.2% | -0.8% | +0.4% |
| 30D | -25.1% | +8.0% | -33.2% | -27.7% |
| 3M | -7.7% | -3.3% | -4.5% | -6.5% |
| 6M | -15.8% | +1.0% | -16.9% | -16.8% |
| YTD | +3.6% | +4.2% | -0.5% | +0.6% |
| 1Y | +5.5% | +10.8% | -5.3% | -0.6% |
| 3Y | +22.1% | +30.1% | -8.0% | +3.6% |
| 5Y | +58.3% | -18.9% | +77.3% | +67.6% |
| 10Y | +50.3% | +53.4% | -3.1% | +22.4% |
| All | +50.3% | +54.2% | -3.9% | +22.4% |
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