+1,402.2%
RF vs UDR
+2,919.7%
-1,517.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.4% |
| 7D | -0.9% | +3.0% | -3.9% | -2.8% |
| 30D | +6.0% | +10.3% | -4.2% | -0.5% |
| 3M | -8.9% | -2.9% | -6.0% | -7.4% |
| 6M | +2.3% | +0.3% | +2.0% | +1.6% |
| YTD | +7.6% | +3.8% | +3.8% | +3.9% |
| 1Y | +21.2% | +12.7% | +8.4% | +10.8% |
| 3Y | +108.5% | +27.6% | +81.0% | +74.3% |
| 5Y | +43.2% | -18.6% | +61.8% | +56.5% |
| 10Y | +288.1% | +52.4% | +235.7% | +176.1% |
| All | +1,402.2% | +2,919.7% | -1,517.5% | +331.6% |
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 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