+1,565.2%
RGEN vs UDR
+2,882.6%
-1,317.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.4% | -3.2% |
| 7D | -1.2% | -2.4% | +1.2% | -0.4% |
| 30D | -5.1% | +6.7% | -11.8% | -7.1% |
| 3M | +0.5% | -1.8% | +2.3% | +1.0% |
| 6M | +46.6% | -1.8% | +48.4% | +47.0% |
| YTD | +1.6% | +2.5% | -0.9% | +0.4% |
| 1Y | +5.4% | +7.9% | -2.5% | +2.4% |
| 3Y | +12.8% | +25.1% | -12.2% | +4.9% |
| 5Y | -35.6% | -21.2% | -14.4% | -31.0% |
| 10Y | +415.7% | +52.9% | +362.8% | +334.9% |
| All | +1,565.2% | +2,882.6% | -1,317.4% | +567.4% |
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