+559.3%
ROKU vs UDR
+29.2%
+530.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -0.4% | -3.5% | +3.0% | +1.2% |
| 30D | +2.1% | -5.3% | +7.4% | +4.6% |
| 3M | +29.5% | -9.5% | +39.0% | +35.3% |
| 6M | +53.8% | -0.7% | +54.4% | +53.6% |
| YTD | +42.8% | -1.2% | +44.0% | +42.6% |
| 1Y | +60.7% | -5.7% | +66.5% | +63.8% |
| 3Y | +83.9% | +3.7% | +80.2% | +79.2% |
| 5Y | -52.8% | -18.9% | -33.9% | -50.1% |
| All | +559.3% | +29.2% | +530.0% | +586.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling