-84.1%
RIVN vs UDR
-23.1%
-61.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +1.8% | -3.5% | +5.3% | +5.0% |
| 30D | +0.6% | -5.3% | +5.9% | +5.4% |
| 3M | +3.2% | -9.5% | +12.7% | +11.3% |
| 6M | -3.7% | -0.7% | -3.1% | -6.1% |
| YTD | -18.7% | -1.2% | -17.5% | -20.8% |
| 1Y | +14.7% | -5.7% | +20.5% | +16.2% |
| 3Y | -31.5% | +3.7% | -35.3% | -38.6% |
| All | -84.1% | -23.1% | -61.0% | -80.0% |
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 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