-22.1%
RMD vs UDR
-20.7%
-1.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.4% |
| 7D | -4.7% | -3.3% | -1.5% | -3.4% |
| 30D | +0.2% | -5.6% | +5.9% | +2.8% |
| 3M | +12.0% | -9.4% | +21.4% | +16.9% |
| 6M | -12.5% | -3.0% | -9.6% | -11.3% |
| YTD | -7.9% | -0.4% | -7.5% | -7.9% |
| 1Y | -20.4% | -5.1% | -15.2% | -18.7% |
| 3Y | +53.1% | +4.2% | +48.9% | +46.9% |
| 5Y | -22.1% | -19.5% | -2.6% | -11.6% |
| All | -22.1% | -20.7% | -1.4% | -11.6% |
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