+15,354.0%
ROK vs UDR
+2,878.3%
+12,475.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.7% | -2.0% | +2.7% | +1.5% |
| 30D | -3.3% | -5.2% | +1.9% | -1.3% |
| 3M | -5.9% | -5.8% | -0.1% | -4.0% |
| 6M | +13.9% | -1.7% | +15.6% | +14.0% |
| YTD | +12.6% | +2.4% | +10.2% | +10.8% |
| 1Y | +28.6% | -2.1% | +30.7% | +28.6% |
| 3Y | +45.1% | +4.2% | +40.9% | +40.4% |
| 5Y | +45.6% | -20.0% | +65.6% | +55.5% |
| 10Y | +345.0% | +44.6% | +300.4% | +265.9% |
| All | +15,354.0% | +2,878.3% | +12,475.8% | +5,644.6% |
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