+1,576.0%
RGEN vs UDR
+2,878.3%
-1,302.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -4.9% | -2.0% | -2.9% | -4.3% |
| 30D | +5.7% | -5.2% | +10.9% | +7.5% |
| 3M | +32.4% | -5.8% | +38.2% | +34.8% |
| 6M | +33.2% | -1.7% | +34.9% | +33.7% |
| YTD | +2.3% | +2.4% | -0.1% | +1.2% |
| 1Y | +39.0% | -2.1% | +41.1% | +39.5% |
| 3Y | -4.6% | +4.2% | -8.8% | -6.0% |
| 5Y | -42.7% | -20.0% | -22.7% | -38.9% |
| 10Y | +433.6% | +44.6% | +388.9% | +357.4% |
| All | +1,576.0% | +2,878.3% | -1,302.3% | +572.7% |
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 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