+70,808.4%
ROST vs UDR
+2,878.3%
+67,930.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | +0.9% | -2.0% | +2.9% | +1.6% |
| 30D | -8.9% | -5.2% | -3.7% | -7.3% |
| 3M | -0.8% | -5.8% | +5.0% | +0.9% |
| 6M | +8.5% | -1.7% | +10.2% | +8.7% |
| YTD | +28.6% | +2.4% | +26.2% | +26.9% |
| 1Y | +52.3% | -2.1% | +54.4% | +52.4% |
| 3Y | +94.8% | +4.2% | +90.6% | +88.6% |
| 5Y | +110.8% | -20.0% | +130.8% | +121.3% |
| 10Y | +304.5% | +44.6% | +259.9% | +251.6% |
| All | +70,808.4% | +2,878.3% | +67,930.1% | +30,556.7% |
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