+143.8%
REPL vs UDR
+9.0%
+134.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | 0.0% |
| 7D | +1.2% | -0.4% | +1.6% | +1.1% |
| 30D | +92.2% | +7.8% | +84.4% | +98.9% |
| 3M | +44.1% | -2.8% | +46.9% | +40.2% |
| 6M | +313.0% | -1.4% | +314.5% | +309.8% |
| YTD | +125.2% | +3.4% | +121.8% | +116.5% |
| 1Y | +143.8% | +9.9% | +133.9% | +134.9% |
| All | +143.8% | +9.0% | +134.7% | +134.9% |
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 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