+180.9%
RCAT vs UDR
-19.6%
+200.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.4% | -2.0% | +0.6% | -0.7% |
| 30D | -3.3% | -5.2% | +1.8% | -1.7% |
| 3M | -43.2% | -5.8% | -37.4% | -42.6% |
| 6M | -43.2% | -1.7% | -41.5% | -43.7% |
| YTD | +5.5% | +2.4% | +3.2% | +2.3% |
| 1Y | -1.6% | -2.1% | +0.5% | -2.7% |
| 3Y | +773.7% | +4.2% | +769.5% | +756.7% |
| All | +180.9% | -19.6% | +200.5% | +262.8% |
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