+9,602.3%
ROL vs UDR
+2,882.6%
+6,719.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.1% |
| 7D | -1.7% | -2.4% | +0.7% | -0.9% |
| 30D | +18.5% | +6.7% | +11.8% | +16.2% |
| 3M | +4.3% | -1.8% | +6.1% | +5.0% |
| 6M | -27.7% | -1.8% | -25.9% | -27.3% |
| YTD | -35.8% | +2.5% | -38.3% | -36.4% |
| 1Y | -34.1% | +7.9% | -42.0% | -35.7% |
| 3Y | +2.9% | +25.1% | -22.1% | -4.9% |
| 5Y | +12.7% | -21.2% | +33.9% | +19.0% |
| 10Y | +212.6% | +52.9% | +159.7% | +155.5% |
| All | +9,602.3% | +2,882.6% | +6,719.7% | +4,033.3% |
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