+273.8%
ROIV vs UDR
+14.5%
+259.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.3% | +6.5% |
| 7D | +5.3% | +3.0% | +2.4% | +4.4% |
| 30D | +11.9% | +10.3% | +1.6% | +8.7% |
| 3M | +10.7% | -2.9% | +13.6% | +11.5% |
| 6M | +34.9% | +0.3% | +34.6% | +34.1% |
| YTD | +79.2% | +3.8% | +75.4% | +75.8% |
| 1Y | +89.0% | +12.7% | +76.3% | +80.4% |
| 3Y | +337.3% | +27.6% | +309.8% | +305.5% |
| 5Y | +402.3% | -18.6% | +420.9% | +382.7% |
| All | +273.8% | +14.5% | +259.4% | +251.8% |
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