+4,106.4%
RBA vs UDR
+1,100.6%
+3,005.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +3.2% | +2.0% | +1.2% | +2.7% |
| 30D | +12.0% | +7.9% | +4.1% | +10.1% |
| 3M | +2.9% | -1.5% | +4.3% | +3.2% |
| 6M | -6.3% | +0.9% | -7.2% | -6.5% |
| YTD | -5.9% | +4.0% | -9.9% | -6.8% |
| 1Y | -3.9% | +10.4% | -14.3% | -6.1% |
| 3Y | +64.9% | +26.9% | +38.0% | +55.3% |
| 5Y | +48.5% | -19.4% | +67.8% | +53.8% |
| 10Y | +211.8% | +57.0% | +154.8% | +173.7% |
| All | +4,106.4% | +1,100.6% | +3,005.8% | +2,703.6% |
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