+41.7%
RBA vs UDR
-18.0%
+59.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.7% |
| 7D | -1.1% | -2.1% | +1.0% | -0.2% |
| 30D | -13.2% | -5.6% | -7.6% | -11.2% |
| 3M | -21.4% | -5.8% | -15.6% | -19.6% |
| 6M | -20.9% | -1.1% | -19.8% | -20.7% |
| YTD | -19.9% | +1.6% | -21.5% | -20.4% |
| 1Y | -28.7% | -2.7% | -26.0% | -28.1% |
| 3Y | +27.4% | +6.3% | +21.1% | +23.3% |
| 5Y | +41.7% | -19.3% | +61.1% | +54.1% |
| All | +41.7% | -18.0% | +59.7% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling