-9.7%
RKT vs UDR
-20.3%
+10.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.2% |
| 7D | -7.2% | -3.4% | -3.9% | -4.6% |
| 30D | -7.9% | -5.4% | -2.5% | -3.6% |
| 3M | +5.2% | -10.0% | +15.1% | +14.2% |
| 6M | -14.9% | -2.5% | -12.4% | -13.6% |
| YTD | -31.9% | -1.1% | -30.7% | -32.2% |
| 1Y | -36.9% | -3.9% | -33.0% | -35.6% |
| 3Y | +35.7% | +3.4% | +32.3% | +25.6% |
| 5Y | -9.7% | -18.9% | +9.2% | -2.7% |
| All | -9.7% | -20.3% | +10.6% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling