-10.4%
RKT vs UDR
+14.9%
-25.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.6% | +5.1% | +6.0% |
| 7D | +29.7% | +7.2% | +22.5% | +23.6% |
| 30D | +28.5% | +10.5% | +18.1% | +20.2% |
| 3M | +6.4% | -2.3% | +8.6% | +7.0% |
| 6M | +7.1% | +4.0% | +3.1% | +3.1% |
| YTD | -22.5% | +5.6% | -28.1% | -26.5% |
| 1Y | -10.4% | +13.0% | -23.5% | -25.1% |
| All | -10.4% | +14.9% | -25.4% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling