-4.7%
REPL vs UDR
+27.5%
-32.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.4% |
| 7D | -9.6% | -3.3% | -6.3% | -8.3% |
| 30D | +5.7% | -5.6% | +11.3% | +8.1% |
| 3M | +56.4% | -9.4% | +65.8% | +62.2% |
| 6M | +67.4% | -3.0% | +70.4% | +68.8% |
| YTD | +48.7% | -0.4% | +49.1% | +47.2% |
| 1Y | +148.3% | -5.1% | +153.4% | +150.6% |
| 3Y | -26.7% | +4.2% | -30.9% | -32.7% |
| 5Y | -54.1% | -19.5% | -34.6% | -52.5% |
| All | -4.7% | +27.5% | -32.2% | -5.2% |
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