+213.6%
RF vs UDR
+54.6%
+159.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.7% |
| 7D | +1.9% | -0.4% | +2.3% | +2.2% |
| 30D | +7.3% | +7.8% | -0.4% | +2.1% |
| 3M | -7.9% | -2.8% | -5.1% | -6.4% |
| 6M | +10.5% | -1.4% | +12.0% | +10.9% |
| YTD | +9.6% | +3.4% | +6.2% | +6.1% |
| 1Y | +20.3% | +9.9% | +10.4% | +11.6% |
| 3Y | +119.5% | +28.5% | +91.0% | +81.1% |
| 5Y | +48.2% | -20.5% | +68.7% | +65.2% |
| All | +213.6% | +54.6% | +159.0% | +188.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling