+1.2%
RGEN vs UDR
+4.1%
-2.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -0.8% |
| 7D | -4.6% | -3.3% | -1.3% | -2.5% |
| 30D | +1.2% | -5.6% | +6.8% | +4.9% |
| 3M | +26.8% | -9.4% | +36.2% | +34.5% |
| 6M | +29.1% | -3.0% | +32.0% | +30.3% |
| YTD | +0.7% | -0.4% | +1.1% | -0.5% |
| 1Y | +39.1% | -5.1% | +44.2% | +42.1% |
| All | +1.2% | +4.1% | -2.9% | -10.3% |
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