+6,113.0%
RIO vs UDR
+3,017.8%
+3,095.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.7% |
| 7D | +1.0% | -3.3% | +4.2% | +2.4% |
| 30D | +4.0% | -5.6% | +9.7% | +6.5% |
| 3M | +4.5% | -9.4% | +13.9% | +8.5% |
| 6M | +17.3% | -3.0% | +20.3% | +18.0% |
| YTD | +36.2% | -0.4% | +36.6% | +35.3% |
| 1Y | +76.1% | -5.1% | +81.3% | +78.1% |
| 3Y | +102.5% | +4.2% | +98.3% | +93.8% |
| 5Y | +103.5% | -19.5% | +123.1% | +112.8% |
| 10Y | +619.2% | +47.9% | +571.3% | +444.6% |
| All | +6,113.0% | +3,017.8% | +3,095.2% | +1,945.3% |
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