+56.8%
RGTI vs UDR
-20.2%
+76.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +0.5% | -3.5% | +3.9% | +2.9% |
| 30D | -17.1% | -5.3% | -11.8% | -14.1% |
| 3M | -26.0% | -9.5% | -16.4% | -21.9% |
| 6M | -9.9% | -0.7% | -9.2% | -12.3% |
| YTD | -31.1% | -1.2% | -29.9% | -32.7% |
| 1Y | -8.5% | -5.7% | -2.8% | -7.9% |
| 3Y | +652.2% | +3.7% | +648.5% | +571.9% |
| All | +56.8% | -20.2% | +76.9% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling