+352.2%
EWZ vs UDR
+1,076.5%
-724.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +1.3% | +2.0% | -0.7% | +0.3% |
| 30D | -26.2% | +7.9% | -34.1% | -28.9% |
| 3M | -8.6% | -1.5% | -7.2% | -8.1% |
| 6M | -17.0% | +0.9% | -17.9% | -17.9% |
| YTD | +2.2% | +4.0% | -1.9% | -0.8% |
| 1Y | +2.7% | +10.4% | -7.7% | -3.3% |
| 3Y | +18.2% | +26.9% | -8.7% | +1.9% |
| 5Y | +56.0% | -19.4% | +75.4% | +63.7% |
| 10Y | +60.8% | +57.0% | +3.8% | +18.2% |
| All | +352.2% | +1,076.5% | -724.2% | +49.2% |
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