+53.1%
RGTI vs UDR
-7.3%
+60.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | 0.0% |
| 7D | -0.1% | -3.4% | +3.3% | +2.2% |
| 30D | -16.2% | -5.4% | -10.8% | -13.3% |
| 3M | -22.0% | -10.0% | -12.1% | -17.7% |
| 6M | -10.8% | -2.5% | -8.2% | -11.8% |
| YTD | -31.6% | -1.1% | -30.4% | -33.1% |
| 1Y | -6.4% | -3.9% | -2.5% | -7.2% |
| 3Y | +665.7% | +3.4% | +662.2% | +592.3% |
| 5Y | +55.6% | -18.9% | +74.5% | +51.8% |
| All | +53.1% | -7.3% | +60.5% | +49.2% |
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