-68.5%
RNG vs UDR
-20.1%
-48.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.3% |
| 7D | -9.6% | -3.4% | -6.2% | -7.0% |
| 30D | +8.8% | -5.4% | +14.2% | +13.7% |
| 3M | +78.6% | -10.0% | +88.6% | +94.7% |
| 6M | +70.3% | -2.5% | +72.8% | +71.7% |
| YTD | +140.3% | -1.1% | +141.5% | +137.0% |
| 1Y | +126.6% | -3.9% | +130.5% | +128.1% |
| 3Y | +120.2% | +3.4% | +116.8% | +97.1% |
| All | -68.5% | -20.1% | -48.4% | -63.4% |
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 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