+244.0%
RL vs UDR
-19.6%
+263.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.8% | -2.0% | +1.2% | +0.2% |
| 30D | -7.8% | -5.2% | -2.6% | -5.5% |
| 3M | -4.0% | -5.8% | +1.8% | -1.5% |
| 6M | -1.9% | -1.7% | -0.2% | -1.6% |
| YTD | -0.2% | +2.4% | -2.5% | -2.1% |
| 1Y | +10.7% | -2.1% | +12.8% | +10.8% |
| 3Y | +210.8% | +4.2% | +206.6% | +197.1% |
| All | +244.0% | -19.6% | +263.6% | +272.7% |
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