+124.1%
RPRX vs UDR
+4.7%
+119.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.5% | -5.1% |
| 7D | -2.8% | -2.1% | -0.7% | -2.3% |
| 30D | +7.2% | -5.6% | +12.8% | +8.6% |
| 3M | +10.9% | -5.8% | +16.7% | +12.4% |
| 6M | +34.6% | -1.1% | +35.7% | +34.6% |
| YTD | +59.0% | +1.6% | +57.4% | +57.5% |
| 1Y | +72.5% | -2.7% | +75.2% | +73.1% |
| 3Y | +124.1% | +6.3% | +117.8% | +117.3% |
| All | +124.1% | +4.7% | +119.4% | +117.3% |
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