+271.4%
RMBS vs UDR
-19.7%
+291.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +1.6% |
| 7D | +3.5% | -3.3% | +6.7% | +4.7% |
| 30D | -8.6% | -5.6% | -3.0% | -6.7% |
| 3M | -40.3% | -9.4% | -30.9% | -38.6% |
| 6M | -1.0% | -3.0% | +2.0% | -1.7% |
| YTD | -4.6% | -0.4% | -4.2% | -6.5% |
| 1Y | +17.6% | -5.1% | +22.7% | +17.7% |
| 3Y | +58.6% | +4.2% | +54.4% | +50.1% |
| All | +271.4% | -19.7% | +291.1% | +314.4% |
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 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