+29,479.4%
ROP vs UDR
+2,033.4%
+27,446.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.1% |
| 7D | +0.7% | -0.4% | +1.1% | +0.8% |
| 30D | +28.8% | +7.8% | +21.0% | +25.4% |
| 3M | +21.1% | -2.8% | +23.8% | +22.4% |
| 6M | +52.5% | -1.4% | +54.0% | +53.4% |
| YTD | +8.9% | +3.4% | +5.5% | +7.2% |
| 1Y | +8.2% | +9.9% | -1.6% | +4.2% |
| 3Y | -5.2% | +28.5% | -33.7% | -14.6% |
| 5Y | +1.7% | -20.5% | +22.2% | +7.9% |
| 10Y | +185.4% | +54.2% | +131.1% | +128.7% |
| All | +29,479.4% | +2,033.4% | +27,446.0% | +11,838.7% |
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