+130.7%
REPL vs UDR
+14.9%
+115.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | +1.8% |
| 7D | +28.8% | +7.2% | +21.6% | +33.0% |
| 30D | +57.3% | +10.5% | +46.9% | +64.3% |
| 3M | +73.6% | -2.3% | +75.8% | +69.6% |
| 6M | +582.8% | +4.0% | +578.8% | +578.0% |
| YTD | +112.9% | +5.6% | +107.2% | +106.4% |
| 1Y | +130.7% | +13.0% | +117.6% | +119.1% |
| All | +130.7% | +14.9% | +115.7% | +119.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling