-52.9%
REPL vs UDR
-18.0%
-34.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | -5.7% | -2.1% | -3.7% | -5.0% |
| 30D | +22.5% | -5.6% | +28.1% | +24.9% |
| 3M | +64.7% | -5.8% | +70.4% | +67.8% |
| 6M | +83.0% | -1.1% | +84.1% | +82.7% |
| YTD | +52.0% | +1.6% | +50.3% | +48.7% |
| 1Y | +144.5% | -2.7% | +147.2% | +143.7% |
| 3Y | -25.1% | +6.3% | -31.4% | -34.5% |
| 5Y | -52.9% | -19.3% | -33.5% | -48.5% |
| All | -52.9% | -18.0% | -34.9% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling