+95.9%
RIO vs UDR
+4.1%
+91.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.4% |
| 7D | +1.0% | -3.3% | +4.2% | +1.8% |
| 30D | +4.0% | -5.6% | +9.7% | +5.6% |
| 3M | +4.5% | -9.4% | +13.9% | +7.1% |
| 6M | +17.3% | -3.0% | +20.3% | +17.5% |
| YTD | +36.2% | -0.4% | +36.6% | +35.2% |
| 1Y | +76.1% | -5.1% | +81.3% | +77.6% |
| All | +95.9% | +4.1% | +91.8% | +93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling