+51.3%
RPRX vs UDR
+11.2%
+40.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.9% |
| 7D | -8.0% | -3.4% | -4.6% | -7.3% |
| 30D | +2.1% | -5.4% | +7.5% | +3.4% |
| 3M | +8.2% | -10.0% | +18.2% | +10.8% |
| 6M | +28.9% | -2.5% | +31.4% | +29.4% |
| YTD | +54.1% | -1.1% | +55.3% | +53.9% |
| 1Y | +65.5% | -3.9% | +69.4% | +66.3% |
| 3Y | +117.3% | +3.4% | +113.8% | +111.9% |
| 5Y | +71.6% | -18.9% | +90.5% | +74.9% |
| All | +51.3% | +11.2% | +40.2% | +27.8% |
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