+134.2%
RBRK vs UDR
+1.5%
+132.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.5% | -2.5% |
| 7D | -7.5% | -3.5% | -4.0% | -6.2% |
| 30D | -10.4% | -5.3% | -5.1% | -8.7% |
| 3M | +21.3% | -9.5% | +30.8% | +25.7% |
| 6M | +50.6% | -0.7% | +51.3% | +48.8% |
| YTD | +13.3% | -1.2% | +14.5% | +12.2% |
| 1Y | +11.2% | -5.7% | +17.0% | +13.1% |
| All | +134.2% | +1.5% | +132.6% | +133.5% |
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