+304.8%
RL vs UDR
+44.7%
+260.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.4% | -2.3% |
| 7D | -0.3% | -3.3% | +3.0% | +1.5% |
| 30D | -17.5% | -5.6% | -11.9% | -14.9% |
| 3M | -14.0% | -9.4% | -4.6% | -9.6% |
| 6M | -2.0% | -3.0% | +1.0% | -1.0% |
| YTD | -4.6% | -0.4% | -4.2% | -5.2% |
| 1Y | +9.5% | -5.1% | +14.6% | +11.6% |
| 3Y | +200.5% | +4.2% | +196.3% | +185.6% |
| 5Y | +226.3% | -19.5% | +245.8% | +252.9% |
| 10Y | +304.8% | +47.9% | +256.9% | +251.8% |
| All | +304.8% | +44.7% | +260.1% | +251.8% |
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 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