-25.1%
RCL vs UDR
-1.4%
-23.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | -5.1% | -2.0% | -3.1% | -4.0% |
| 30D | -19.0% | -5.2% | -13.8% | -16.5% |
| 3M | -9.6% | -5.8% | -3.8% | -7.2% |
| 6M | -6.7% | -1.7% | -5.0% | -7.5% |
| YTD | -3.9% | +2.4% | -6.3% | -9.8% |
| 1Y | -25.1% | -2.1% | -23.0% | -26.6% |
| All | -25.1% | -1.4% | -23.7% | -26.6% |
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