+4,549.4%
RCL vs UDR
+1,563.3%
+2,986.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | -5.1% | -2.0% | -3.1% | -3.9% |
| 30D | -19.0% | -5.2% | -13.8% | -16.3% |
| 3M | -9.6% | -5.8% | -3.8% | -6.6% |
| 6M | -6.7% | -1.7% | -5.0% | -6.3% |
| YTD | -3.9% | +2.4% | -6.3% | -6.1% |
| 1Y | -25.1% | -2.1% | -23.0% | -24.6% |
| 3Y | +179.1% | +4.2% | +174.9% | +167.7% |
| 5Y | +243.3% | -20.0% | +263.3% | +284.9% |
| 10Y | +325.8% | +44.6% | +281.1% | +253.3% |
| All | +4,549.4% | +1,563.3% | +2,986.1% | +1,413.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling