+559.5%
RKLB vs UDR
+12.5%
+547.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.2% | -2.0% | +1.8% | +1.0% |
| 30D | -14.1% | -5.2% | -8.9% | -11.5% |
| 3M | -46.4% | -5.8% | -40.6% | -45.4% |
| 6M | -10.6% | -1.7% | -8.9% | -11.4% |
| YTD | -7.9% | +2.4% | -10.3% | -11.1% |
| 1Y | +49.5% | -2.1% | +51.6% | +48.1% |
| 3Y | +913.6% | +4.2% | +909.4% | +867.1% |
| 5Y | +375.3% | -20.0% | +395.3% | +395.1% |
| All | +559.5% | +12.5% | +547.0% | +536.8% |
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