+9,732.8%
ROL vs UDR
+2,926.3%
+6,806.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +3.4% | +2.0% | +1.4% | +2.7% |
| 30D | +20.8% | +7.9% | +12.9% | +18.0% |
| 3M | +3.7% | -1.5% | +5.2% | +4.3% |
| 6M | -27.7% | +0.9% | -28.6% | -27.9% |
| YTD | -34.9% | +4.0% | -38.9% | -35.8% |
| 1Y | -33.3% | +10.4% | -43.7% | -35.4% |
| 3Y | +4.3% | +26.9% | -22.6% | -4.0% |
| 5Y | +15.0% | -19.4% | +34.3% | +20.5% |
| 10Y | +214.7% | +57.0% | +157.7% | +155.0% |
| All | +9,732.8% | +2,926.3% | +6,806.5% | +4,069.4% |
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