-49.2%
RCAT vs UDR
+8.1%
-57.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.2% | -7.1% | -9.0% |
| 7D | +15.6% | -2.4% | +17.9% | +13.7% |
| 30D | -24.1% | +6.7% | -30.8% | -20.9% |
| 3M | -61.9% | -1.8% | -60.1% | -62.4% |
| 6M | -64.3% | -1.8% | -62.5% | -64.8% |
| YTD | -50.4% | +2.5% | -52.9% | -47.0% |
| All | -49.2% | +8.1% | -57.3% | -42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling