+238.8%
RCL vs UDR
-18.0%
+256.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | +0.3% |
| 7D | -0.5% | -2.1% | +1.6% | +1.0% |
| 30D | -17.3% | -5.6% | -11.7% | -14.0% |
| 3M | -2.8% | -5.8% | +3.0% | +0.8% |
| 6M | -4.4% | -1.1% | -3.3% | -4.5% |
| YTD | -4.2% | +1.6% | -5.8% | -6.5% |
| 1Y | -23.4% | -2.7% | -20.7% | -22.8% |
| 3Y | +179.4% | +6.3% | +173.1% | +161.3% |
| 5Y | +238.8% | -19.3% | +258.1% | +298.8% |
| All | +238.8% | -18.0% | +256.8% | +298.8% |
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