+4.4%
RDW vs UDR
+13.0%
-8.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.0% |
| 7D | +4.8% | -3.4% | +8.2% | +6.9% |
| 30D | -19.5% | -5.4% | -14.1% | -17.1% |
| 3M | -26.9% | -10.0% | -16.9% | -23.6% |
| 6M | +17.8% | -2.5% | +20.3% | +16.2% |
| YTD | +43.0% | -1.1% | +44.1% | +40.6% |
| 1Y | +32.1% | -3.9% | +36.0% | +31.8% |
| 3Y | +250.6% | +3.4% | +247.2% | +236.5% |
| 5Y | -6.6% | -18.9% | +12.3% | -2.6% |
| All | +4.4% | +13.0% | -8.5% | +4.4% |
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