+205.1%
ROL vs UDR
+47.3%
+157.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -3.2% | -3.4% | +0.2% | -2.2% |
| 30D | -6.6% | -5.4% | -1.2% | -5.0% |
| 3M | -27.3% | -10.0% | -17.3% | -25.0% |
| 6M | -38.1% | -2.5% | -35.5% | -37.7% |
| YTD | -41.8% | -1.1% | -40.6% | -41.6% |
| 1Y | -37.8% | -3.9% | -33.9% | -37.1% |
| 3Y | -0.3% | +3.4% | -3.8% | -2.0% |
| 5Y | -5.1% | -18.9% | +13.8% | -0.8% |
| All | +205.1% | +47.3% | +157.8% | +173.9% |
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