+4.3%
ROL vs UDR
+28.9%
-24.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +3.4% | +2.0% | +1.4% | +2.5% |
| 30D | +20.8% | +7.9% | +12.9% | +17.1% |
| 3M | +3.7% | -1.5% | +5.2% | +4.3% |
| 6M | -27.7% | +0.9% | -28.6% | -28.0% |
| YTD | -34.9% | +4.0% | -38.9% | -36.0% |
| 1Y | -33.3% | +10.4% | -43.7% | -35.9% |
| 3Y | +4.3% | +26.9% | -22.6% | +0.5% |
| All | +4.3% | +28.9% | -24.6% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling