-35.9%
RBLX vs UDR
+2.0%
-37.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.3% |
| 7D | +8.0% | -3.3% | +11.3% | +9.9% |
| 30D | +20.2% | -5.6% | +25.8% | +23.8% |
| 3M | +3.5% | -9.4% | +12.9% | +8.7% |
| 6M | -28.9% | -3.0% | -26.0% | -28.3% |
| YTD | -45.1% | -0.4% | -44.7% | -45.5% |
| 1Y | -66.2% | -5.1% | -61.1% | -65.7% |
| 3Y | +53.5% | +4.2% | +49.3% | +40.3% |
| 5Y | -48.4% | -19.5% | -28.9% | -44.4% |
| All | -35.9% | +2.0% | -37.9% | -25.9% |
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 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