+67.6%
EWZ vs UDR
+55.2%
+12.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +0.6% | -1.8% | +2.4% | +1.4% |
| 30D | -25.5% | +7.9% | -33.4% | -28.1% |
| 3M | -4.5% | -0.8% | -3.7% | -4.3% |
| 6M | -15.3% | 0.0% | -15.3% | -15.8% |
| YTD | +3.1% | +3.7% | -0.7% | +0.3% |
| 1Y | +1.2% | +8.5% | -7.3% | -3.7% |
| 3Y | +19.3% | +26.6% | -7.3% | +2.6% |
| 5Y | +52.3% | -20.2% | +72.5% | +62.5% |
| All | +67.6% | +55.2% | +12.5% | +41.2% |
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 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