+64.8%
RPRX vs UDR
+15.1%
+49.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +5.1% | -2.0% | +7.1% | +5.6% |
| 30D | +11.2% | -5.2% | +16.4% | +12.5% |
| 3M | +16.7% | -5.8% | +22.5% | +18.2% |
| 6M | +36.0% | -1.7% | +37.7% | +36.2% |
| YTD | +67.8% | +2.4% | +65.4% | +66.2% |
| 1Y | +76.7% | -2.1% | +78.8% | +76.8% |
| 3Y | +128.1% | +4.2% | +123.9% | +122.1% |
| 5Y | +82.9% | -20.0% | +102.9% | +85.9% |
| All | +64.8% | +15.1% | +49.7% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling