+96.0%
ROST vs UDR
+4.1%
+91.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.2% |
| 7D | -2.2% | -3.3% | +1.0% | -1.3% |
| 30D | -11.4% | -5.6% | -5.8% | -10.0% |
| 3M | -1.6% | -9.4% | +7.8% | +0.8% |
| 6M | +6.8% | -3.0% | +9.8% | +7.2% |
| YTD | +25.8% | -0.4% | +26.2% | +25.0% |
| 1Y | +52.4% | -5.1% | +57.5% | +53.3% |
| All | +96.0% | +4.1% | +91.8% | +93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling