+78.5%
RPRX vs UDR
+16.3%
+62.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +3.0% | -0.4% | +3.4% | +3.1% |
| 30D | +17.5% | +7.8% | +9.7% | +15.4% |
| 3M | +18.8% | -2.8% | +21.6% | +19.5% |
| 6M | +31.3% | -1.4% | +32.7% | +31.5% |
| YTD | +81.8% | +3.4% | +78.4% | +79.6% |
| 1Y | +77.8% | +9.9% | +68.0% | +73.0% |
| 3Y | +176.0% | +28.5% | +147.5% | +155.7% |
| 5Y | +85.8% | -20.5% | +106.3% | +88.8% |
| All | +78.5% | +16.3% | +62.3% | +49.1% |
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