+92.0%
RIO vs UDR
-20.3%
+112.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.0% |
| 7D | -3.4% | -3.4% | 0.0% | -2.4% |
| 30D | +0.6% | -5.4% | +6.0% | +2.2% |
| 3M | +2.5% | -10.0% | +12.5% | +5.5% |
| 6M | +10.8% | -2.5% | +13.3% | +11.0% |
| YTD | +30.5% | -1.1% | +31.6% | +30.0% |
| 1Y | +68.1% | -3.9% | +72.0% | +68.8% |
| 3Y | +94.0% | +3.4% | +90.6% | +87.8% |
| 5Y | +92.0% | -18.9% | +110.9% | +95.4% |
| All | +92.0% | -20.3% | +112.3% | +95.4% |
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