+546.6%
RMBS vs UDR
+47.3%
+499.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.4% |
| 7D | +1.2% | -3.4% | +4.6% | +2.4% |
| 30D | -11.5% | -5.4% | -6.1% | -9.8% |
| 3M | -38.2% | -10.0% | -28.2% | -36.3% |
| 6M | -4.8% | -2.5% | -2.2% | -5.3% |
| YTD | -7.1% | -1.1% | -6.0% | -8.2% |
| 1Y | +10.7% | -3.9% | +14.6% | +10.3% |
| 3Y | +54.5% | +3.4% | +51.0% | +48.8% |
| 5Y | +261.7% | -18.9% | +280.5% | +277.2% |
| All | +546.6% | +47.3% | +499.3% | +474.4% |
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