-34.5%
RBLX vs UDR
+1.2%
-35.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | +5.1% | -3.5% | +8.5% | +6.9% |
| 30D | +28.0% | -5.3% | +33.3% | +31.6% |
| 3M | +4.6% | -9.5% | +14.2% | +10.0% |
| 6M | -24.7% | -0.7% | -24.0% | -25.0% |
| YTD | -43.8% | -1.2% | -42.7% | -44.0% |
| 1Y | -65.8% | -5.7% | -60.0% | -65.1% |
| 3Y | +59.4% | +3.7% | +55.6% | +45.9% |
| 5Y | -48.2% | -18.9% | -29.3% | -43.7% |
| All | -34.5% | +1.2% | -35.7% | -23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling