+44.2%
RBA vs UDR
-18.9%
+63.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -0.9% |
| 7D | +4.3% | +3.0% | +1.3% | +3.0% |
| 30D | +16.3% | +10.3% | +6.1% | +11.9% |
| 3M | +1.3% | -2.9% | +4.2% | +2.5% |
| 6M | -11.1% | +0.3% | -11.4% | -11.4% |
| YTD | -8.5% | +3.8% | -12.3% | -9.9% |
| 1Y | -2.1% | +12.7% | -14.9% | -6.8% |
| 3Y | +44.6% | +27.6% | +17.0% | +29.5% |
| All | +44.2% | -18.9% | +63.1% | +55.4% |
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