+57.2%
RBLX vs UDR
+3.4%
+53.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +8.1% | -3.4% | +11.5% | +9.1% |
| 30D | +23.9% | -5.4% | +29.3% | +25.7% |
| 3M | +8.1% | -10.0% | +18.1% | +11.0% |
| 6M | -23.7% | -2.5% | -21.2% | -23.3% |
| YTD | -44.6% | -1.1% | -43.5% | -44.4% |
| 1Y | -66.2% | -3.9% | -62.3% | -65.8% |
| All | +57.2% | +3.4% | +53.8% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling