+291.1%
ROIV vs UDR
+14.9%
+276.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.5% |
| 7D | +13.3% | +2.2% | +11.1% | +12.6% |
| 30D | +14.8% | +8.0% | +6.7% | +12.2% |
| 3M | +11.9% | -3.3% | +15.2% | +12.9% |
| 6M | +42.4% | +1.0% | +41.4% | +41.2% |
| YTD | +87.4% | +4.2% | +83.3% | +83.7% |
| 1Y | +97.2% | +10.8% | +86.4% | +89.3% |
| 3Y | +375.7% | +30.1% | +345.5% | +338.8% |
| 5Y | +379.0% | -18.9% | +398.0% | +359.9% |
| All | +291.1% | +14.9% | +276.2% | +267.6% |
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