+1,049.0%
RMBS vs UDR
+1,082.1%
-33.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | +3.0% | -2.1% | +5.0% | +3.9% |
| 30D | -14.4% | -5.6% | -8.8% | -12.3% |
| 3M | -42.8% | -5.8% | -37.1% | -41.9% |
| 6M | -1.4% | -1.1% | -0.3% | -2.5% |
| YTD | -5.4% | +1.6% | -7.0% | -7.7% |
| 1Y | +18.6% | -2.7% | +21.2% | +17.6% |
| 3Y | +57.3% | +6.3% | +51.0% | +49.0% |
| 5Y | +265.7% | -19.3% | +285.0% | +284.8% |
| 10Y | +546.0% | +46.0% | +500.0% | +391.0% |
| All | +1,049.0% | +1,082.1% | -33.1% | +178.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling