+54.2%
RGTI vs UDR
-7.4%
+61.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +0.5% | -3.5% | +3.9% | +2.8% |
| 30D | -17.1% | -5.3% | -11.8% | -14.3% |
| 3M | -26.0% | -9.5% | -16.4% | -22.1% |
| 6M | -9.9% | -0.7% | -9.2% | -12.2% |
| YTD | -31.1% | -1.2% | -29.9% | -32.6% |
| 1Y | -8.5% | -5.7% | -2.8% | -7.9% |
| 3Y | +652.2% | +3.7% | +648.5% | +578.6% |
| 5Y | +56.8% | -18.9% | +75.7% | +52.9% |
| All | +54.2% | -7.4% | +61.6% | +50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling