+43,271.5%
RMD vs UDR
+1,307.0%
+41,964.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +2.1% | -0.4% | +2.5% | +2.2% |
| 30D | +2.1% | +7.8% | -5.7% | -0.1% |
| 3M | +6.2% | -2.8% | +9.0% | +7.1% |
| 6M | +19.4% | -1.4% | +20.8% | +20.0% |
| YTD | +0.5% | +3.4% | -2.9% | -0.6% |
| 1Y | -3.9% | +9.9% | -13.8% | -6.6% |
| 3Y | +72.5% | +28.5% | +44.0% | +59.1% |
| 5Y | -1.5% | -20.5% | +19.0% | +3.4% |
| 10Y | +345.8% | +54.2% | +291.5% | +281.5% |
| All | +43,271.5% | +1,307.0% | +41,964.4% | +20,640.9% |
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