+95.8%
RPRX vs UDR
-19.4%
+115.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +3.6% | -1.8% | +5.4% | +4.2% |
| 30D | +21.2% | +7.9% | +13.2% | +18.5% |
| 3M | +21.6% | -0.8% | +22.4% | +21.8% |
| 6M | +36.7% | 0.0% | +36.7% | +36.3% |
| YTD | +83.7% | +3.7% | +79.9% | +80.5% |
| 1Y | +83.2% | +8.5% | +74.7% | +77.4% |
| 3Y | +177.7% | +26.6% | +151.1% | +149.6% |
| 5Y | +95.8% | -20.2% | +116.0% | +105.3% |
| All | +95.8% | -19.4% | +115.2% | +105.3% |
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 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