+41,132.7%
RMD vs UDR
+1,293.0%
+39,839.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -5.0% | -2.0% | -3.0% | -4.4% |
| 30D | +2.2% | -5.2% | +7.4% | +3.8% |
| 3M | +17.8% | -5.8% | +23.6% | +19.9% |
| 6M | -11.3% | -1.7% | -9.6% | -10.9% |
| YTD | -4.4% | +2.4% | -6.8% | -5.2% |
| 1Y | -15.7% | -2.1% | -13.6% | -15.4% |
| 3Y | +47.7% | +4.2% | +43.5% | +44.4% |
| 5Y | -19.2% | -20.0% | +0.8% | -15.3% |
| 10Y | +280.4% | +44.6% | +235.7% | +230.7% |
| All | +41,132.7% | +1,293.0% | +39,839.7% | +19,676.3% |
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