-52.3%
ROKU vs UDR
-20.1%
-32.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.4% |
| 7D | -2.6% | -3.4% | +0.7% | -0.1% |
| 30D | +2.1% | -5.4% | +7.6% | +6.5% |
| 3M | +31.8% | -10.0% | +41.8% | +42.2% |
| 6M | +53.3% | -2.5% | +55.8% | +54.7% |
| YTD | +42.1% | -1.1% | +43.2% | +40.9% |
| 1Y | +62.3% | -3.9% | +66.2% | +64.1% |
| 3Y | +84.6% | +3.4% | +81.2% | +69.8% |
| All | -52.3% | -20.1% | -32.1% | -48.8% |
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