+68.0%
REPL vs UDR
+25.4%
+42.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.2% | +9.2% | +8.0% |
| 7D | +22.8% | +3.0% | +19.8% | +22.6% |
| 30D | +63.8% | +10.3% | +53.5% | +62.8% |
| 3M | +68.1% | -2.9% | +71.0% | +68.0% |
| 6M | +528.5% | +0.3% | +528.2% | +523.3% |
| YTD | +122.4% | +3.8% | +118.6% | +118.3% |
| 1Y | +154.4% | +12.7% | +141.6% | +144.1% |
| 3Y | +68.0% | +27.6% | +40.4% | +7.3% |
| All | +68.0% | +25.4% | +42.6% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling