+284.5%
ROIV vs UDR
+13.1%
+271.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.3% | -4.1% |
| 7D | +9.2% | -2.4% | +11.6% | +10.0% |
| 30D | +19.9% | +6.7% | +13.2% | +17.7% |
| 3M | +10.6% | -1.8% | +12.4% | +11.0% |
| 6M | +36.1% | -1.8% | +37.8% | +36.1% |
| YTD | +84.3% | +2.5% | +81.8% | +81.5% |
| 1Y | +87.6% | +7.9% | +79.7% | +81.6% |
| 3Y | +353.9% | +25.1% | +328.8% | +323.2% |
| 5Y | +376.1% | -21.2% | +397.2% | +359.2% |
| All | +284.5% | +13.1% | +271.4% | +263.2% |
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