-47.0%
RBLX vs UDR
-20.1%
-26.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | +8.1% | -3.4% | +11.5% | +10.2% |
| 30D | +23.9% | -5.4% | +29.3% | +27.9% |
| 3M | +8.1% | -10.0% | +18.1% | +14.6% |
| 6M | -23.7% | -2.5% | -21.2% | -23.3% |
| YTD | -44.6% | -1.1% | -43.5% | -44.9% |
| 1Y | -66.2% | -3.9% | -62.3% | -65.9% |
| 3Y | +54.7% | +3.4% | +51.3% | +39.5% |
| All | -47.0% | -20.1% | -26.9% | -44.4% |
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