+342.5%
RCL vs UDR
+44.7%
+297.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -0.1% |
| 7D | -2.2% | -3.3% | +1.1% | +0.6% |
| 30D | -15.7% | -5.6% | -10.0% | -11.5% |
| 3M | -8.0% | -9.4% | +1.4% | -0.6% |
| 6M | -10.1% | -3.0% | -7.2% | -8.8% |
| YTD | -5.9% | -0.4% | -5.5% | -7.1% |
| 1Y | -23.5% | -5.1% | -18.3% | -21.1% |
| 3Y | +174.4% | +4.2% | +170.2% | +153.7% |
| 5Y | +227.1% | -19.5% | +246.7% | +276.7% |
| 10Y | +342.5% | +47.9% | +294.6% | +265.0% |
| All | +342.5% | +44.7% | +297.9% | +265.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling