+276.4%
RCL vs UDR
+26.8%
+249.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.8% |
| 7D | +5.0% | +2.2% | +2.7% | +3.6% |
| 30D | +19.4% | +8.0% | +11.3% | +13.9% |
| 3M | +5.9% | -3.3% | +9.2% | +8.1% |
| 6M | +23.8% | +1.0% | +22.8% | +21.8% |
| YTD | +22.8% | +4.2% | +18.7% | +17.8% |
| 1Y | +34.3% | +10.8% | +23.4% | +23.5% |
| 3Y | +276.4% | +30.1% | +246.3% | +235.9% |
| All | +276.4% | +26.8% | +249.6% | +235.9% |
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