+77.9%
RPRX vs UDR
-20.7%
+98.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.6% |
| 7D | -4.0% | -3.3% | -0.7% | -3.1% |
| 30D | +4.9% | -5.6% | +10.6% | +6.6% |
| 3M | +9.4% | -9.4% | +18.8% | +12.3% |
| 6M | +33.3% | -3.0% | +36.3% | +34.0% |
| YTD | +59.0% | -0.4% | +59.4% | +58.2% |
| 1Y | +69.2% | -5.1% | +74.4% | +70.9% |
| 3Y | +124.1% | +4.2% | +119.9% | +115.7% |
| 5Y | +77.9% | -19.5% | +97.4% | +90.2% |
| All | +77.9% | -20.7% | +98.5% | +90.2% |
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