+215.0%
RNG vs UDR
+47.2%
+167.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -6.1% | -3.5% | -2.6% | -4.5% |
| 30D | +9.6% | -5.3% | +14.9% | +12.4% |
| 3M | +83.3% | -9.5% | +92.9% | +92.3% |
| 6M | +77.9% | -0.7% | +78.6% | +77.5% |
| YTD | +139.9% | -1.2% | +141.1% | +139.1% |
| 1Y | +121.7% | -5.7% | +127.4% | +125.5% |
| 3Y | +121.9% | +3.7% | +118.1% | +114.6% |
| 5Y | -68.4% | -18.9% | -49.4% | -66.4% |
| All | +215.0% | +47.2% | +167.8% | +211.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling