+471.6%
RIOT vs UDR
+47.3%
+424.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.7% | -4.3% | -4.6% |
| 7D | -0.9% | -3.4% | +2.5% | +1.1% |
| 30D | +3.5% | -5.4% | +8.9% | +6.7% |
| 3M | -13.0% | -10.0% | -3.0% | -8.8% |
| 6M | +43.1% | -2.5% | +45.6% | +42.3% |
| YTD | +65.4% | -1.1% | +66.5% | +63.1% |
| 1Y | +27.7% | -3.9% | +31.6% | +27.3% |
| 3Y | +91.3% | +3.4% | +87.9% | +83.5% |
| 5Y | -29.3% | -18.9% | -10.4% | -21.4% |
| All | +471.6% | +47.3% | +424.3% | +525.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling