+301.5%
ROST vs UDR
+54.6%
+246.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.8% |
| 7D | +0.3% | -0.4% | +0.6% | +0.5% |
| 30D | +0.5% | +7.8% | -7.3% | -3.4% |
| 3M | -5.2% | -2.8% | -2.5% | -3.9% |
| 6M | +9.8% | -1.4% | +11.3% | +10.1% |
| YTD | +29.4% | +3.4% | +26.0% | +25.6% |
| 1Y | +44.4% | +9.9% | +34.5% | +35.5% |
| 3Y | +95.0% | +28.5% | +66.5% | +61.9% |
| 5Y | +111.9% | -20.5% | +132.4% | +130.2% |
| All | +301.5% | +54.6% | +246.8% | +226.3% |
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 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