+15.2%
RGEN vs UDR
+27.3%
-12.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.3% |
| 7D | -3.3% | -0.4% | -2.9% | -3.0% |
| 30D | -5.8% | +7.8% | -13.6% | -10.2% |
| 3M | +0.2% | -2.8% | +3.0% | +1.6% |
| 6M | +56.8% | -1.4% | +58.2% | +56.7% |
| YTD | +2.4% | +3.4% | -1.0% | -1.3% |
| 1Y | +11.4% | +9.9% | +1.6% | +3.0% |
| 3Y | +15.2% | +28.5% | -13.3% | -12.7% |
| All | +15.2% | +27.3% | -12.2% | -12.7% |
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