-23.7%
REPL vs UDR
+5.5%
-29.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | -3.0% | -2.0% | -1.0% | -2.8% |
| 30D | +27.1% | -5.2% | +32.3% | +27.7% |
| 3M | +52.4% | -5.8% | +58.2% | +53.3% |
| 6M | +107.4% | -1.7% | +109.1% | +106.7% |
| YTD | +54.7% | +2.4% | +52.4% | +51.9% |
| 1Y | +158.9% | -2.1% | +161.0% | +157.7% |
| All | -23.7% | +5.5% | -29.2% | -42.8% |
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