+256.6%
RL vs UDR
+26.8%
+229.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.5% | +5.7% |
| 7D | +0.2% | +2.2% | -2.0% | -0.6% |
| 30D | +7.3% | +8.0% | -0.7% | +3.8% |
| 3M | +1.0% | -3.3% | +4.3% | +2.4% |
| 6M | +11.8% | +1.0% | +10.7% | +10.7% |
| YTD | +13.6% | +4.2% | +9.4% | +10.7% |
| 1Y | +24.0% | +10.8% | +13.2% | +17.5% |
| 3Y | +256.6% | +30.1% | +226.4% | +215.2% |
| All | +256.6% | +26.8% | +229.8% | +215.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling