+235.9%
ROIV vs UDR
+12.9%
+222.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.6% | -2.0% | +2.6% | +1.2% |
| 30D | +1.0% | -5.2% | +6.1% | +2.5% |
| 3M | +18.3% | -5.8% | +24.1% | +19.9% |
| 6M | +18.3% | -1.7% | +20.0% | +18.3% |
| YTD | +61.0% | +2.4% | +58.6% | +58.7% |
| 1Y | +177.9% | -2.1% | +180.0% | +177.5% |
| 3Y | +199.1% | +4.2% | +194.8% | +190.9% |
| 5Y | +250.7% | -20.0% | +270.7% | +239.5% |
| All | +235.9% | +12.9% | +222.9% | +217.6% |
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