-42.0%
RIG vs UDR
+1,526.1%
-1,568.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.2% |
| 7D | -8.2% | -3.3% | -4.9% | -7.1% |
| 30D | -0.2% | -5.6% | +5.5% | +1.9% |
| 3M | -2.7% | -9.4% | +6.7% | +0.5% |
| 6M | -7.5% | -3.0% | -4.5% | -7.2% |
| YTD | +38.3% | -0.4% | +38.6% | +37.2% |
| 1Y | +81.8% | -5.1% | +87.0% | +83.3% |
| 3Y | -30.2% | +4.2% | -34.4% | -32.5% |
| 5Y | +59.9% | -19.5% | +79.5% | +69.0% |
| 10Y | -41.9% | +47.9% | -89.8% | -49.1% |
| All | -42.0% | +1,526.1% | -1,568.1% | -69.0% |
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