-69.7%
RAM vs UDR
-2.2%
-67.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +3.6% | -13.9% | +0.7% |
| 7D | -31.3% | +7.2% | -38.5% | -13.6% |
| 30D | -49.4% | +10.5% | -59.8% | -29.7% |
| 3M | -41.4% | -2.3% | -39.1% | -49.6% |
| All | -69.7% | -2.2% | -67.5% | -71.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling