-0.8%
REPL vs UDR
+31.1%
-31.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | -3.0% | -2.0% | -1.0% | -2.2% |
| 30D | +27.1% | -5.2% | +32.3% | +29.6% |
| 3M | +52.4% | -5.8% | +58.2% | +55.6% |
| 6M | +107.4% | -1.7% | +109.1% | +108.0% |
| YTD | +54.7% | +2.4% | +52.4% | +51.5% |
| 1Y | +158.9% | -2.1% | +161.0% | +158.0% |
| 3Y | -23.7% | +4.2% | -27.9% | -29.8% |
| 5Y | -54.3% | -20.0% | -34.3% | -52.6% |
| All | -0.8% | +31.1% | -31.9% | -2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling