+114.6%
ROST vs UDR
-20.2%
+134.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.4% |
| 7D | +0.2% | -3.5% | +3.7% | +1.6% |
| 30D | -6.9% | -5.3% | -1.6% | -4.8% |
| 3M | -3.3% | -9.5% | +6.2% | +0.3% |
| 6M | +9.0% | -0.7% | +9.7% | +8.7% |
| YTD | +28.9% | -1.2% | +30.0% | +28.2% |
| 1Y | +54.0% | -5.7% | +59.7% | +56.2% |
| 3Y | +100.7% | +3.7% | +97.0% | +90.6% |
| All | +114.6% | -20.2% | +134.8% | +135.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling