+45.9%
ROK vs UDR
-20.3%
+66.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.7% |
| 7D | -1.6% | -3.4% | +1.8% | +0.1% |
| 30D | -5.4% | -5.4% | 0.0% | -2.9% |
| 3M | -4.0% | -10.0% | +6.0% | +0.7% |
| 6M | +13.3% | -2.5% | +15.9% | +13.7% |
| YTD | +9.3% | -1.1% | +10.5% | +8.8% |
| 1Y | +25.8% | -3.9% | +29.7% | +26.8% |
| 3Y | +49.1% | +3.4% | +45.7% | +42.4% |
| 5Y | +45.9% | -18.9% | +64.7% | +61.3% |
| All | +45.9% | -20.3% | +66.1% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling