+221.3%
ROIV vs UDR
-2.7%
+224.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.7% | +19.5% | +18.8% |
| 7D | +20.2% | -2.1% | +22.2% | +20.3% |
| 30D | +14.1% | -5.6% | +19.8% | +14.6% |
| 3M | +45.6% | -5.8% | +51.4% | +45.5% |
| 6M | +44.1% | -1.1% | +45.2% | +42.5% |
| YTD | +91.2% | +1.6% | +89.5% | +89.0% |
| 1Y | +221.3% | -2.7% | +224.0% | +234.8% |
| All | +221.3% | -2.7% | +224.0% | +234.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling