+11.5%
RRX vs UDR
-1.4%
+12.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | +3.4% | -2.0% | +5.4% | +3.9% |
| 30D | -11.1% | -5.2% | -5.9% | -10.1% |
| 3M | -23.7% | -5.8% | -17.9% | -23.4% |
| 6M | -22.0% | -1.7% | -20.3% | -23.3% |
| YTD | +16.5% | +2.4% | +14.1% | +12.5% |
| 1Y | +11.5% | -2.1% | +13.6% | +11.6% |
| All | +11.5% | -1.4% | +12.9% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling