-79.5%
RAM vs UDR
-2.7%
-76.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | -0.6% | -31.9% | -34.1% |
| 7D | -49.5% | +4.5% | -54.0% | -42.0% |
| 30D | -63.2% | +9.6% | -72.9% | -50.5% |
| 3M | -58.5% | -2.7% | -55.7% | -65.0% |
| All | -79.5% | -2.7% | -76.8% | -81.5% |
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 · Available span rolling