+129.7%
ROP vs UDR
+47.3%
+82.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.2% |
| 7D | -8.0% | -3.4% | -4.6% | -6.7% |
| 30D | -2.7% | -5.4% | +2.7% | -0.6% |
| 3M | +16.6% | -10.0% | +26.6% | +21.5% |
| 6M | +10.4% | -2.5% | +12.9% | +11.1% |
| YTD | -12.1% | -1.1% | -11.0% | -12.0% |
| 1Y | -23.6% | -3.9% | -19.7% | -22.8% |
| 3Y | -19.3% | +3.4% | -22.8% | -21.6% |
| 5Y | -15.4% | -18.9% | +3.5% | -10.7% |
| All | +129.7% | +47.3% | +82.5% | +101.8% |
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 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