+302.0%
ROIV vs UDR
+9.9%
+292.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.4% |
| 7D | +22.3% | -3.3% | +25.6% | +23.4% |
| 30D | +16.9% | -5.6% | +22.5% | +18.7% |
| 3M | +43.9% | -9.4% | +53.3% | +47.6% |
| 6M | +41.6% | -3.0% | +44.5% | +41.9% |
| YTD | +92.7% | -0.4% | +93.1% | +91.3% |
| 1Y | +210.2% | -5.1% | +215.3% | +212.4% |
| 3Y | +231.8% | +4.2% | +227.6% | +223.2% |
| 5Y | +319.8% | -19.5% | +339.3% | +308.9% |
| All | +302.0% | +9.9% | +292.1% | +282.9% |
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 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