+53.6%
REPL vs UDR
+33.2%
+20.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +12.7% | +2.0% | +10.7% | +11.8% |
| 30D | +73.5% | +7.9% | +65.6% | +67.9% |
| 3M | +70.3% | -1.5% | +71.8% | +71.0% |
| 6M | +472.0% | +0.9% | +471.1% | +463.4% |
| YTD | +139.5% | +4.0% | +135.5% | +132.8% |
| 1Y | +167.3% | +10.4% | +156.9% | +152.6% |
| 3Y | +109.5% | +26.9% | +82.6% | +74.8% |
| 5Y | -29.9% | -19.4% | -10.6% | -27.5% |
| All | +53.6% | +33.2% | +20.4% | +49.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling