+284.7%
RNG vs UDR
+137.0%
+147.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.1% |
| 7D | -4.1% | -3.3% | -0.8% | -2.6% |
| 30D | +8.6% | -5.6% | +14.3% | +11.6% |
| 3M | +78.0% | -9.4% | +87.4% | +86.7% |
| 6M | +67.0% | -3.0% | +70.0% | +68.6% |
| YTD | +142.4% | -0.4% | +142.8% | +140.7% |
| 1Y | +120.4% | -5.1% | +125.6% | +123.6% |
| 3Y | +122.1% | +4.2% | +117.9% | +114.4% |
| 5Y | -69.8% | -19.5% | -50.3% | -67.6% |
| 10Y | +223.4% | +47.9% | +175.5% | +175.4% |
| All | +284.7% | +137.0% | +147.7% | +167.1% |
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