+14.9%
RRX vs UDR
-20.3%
+35.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.5% |
| 7D | -3.7% | -3.4% | -0.4% | -1.8% |
| 30D | -9.3% | -5.4% | -3.9% | -6.5% |
| 3M | -21.8% | -10.0% | -11.8% | -17.7% |
| 6M | -22.0% | -2.5% | -19.5% | -22.1% |
| YTD | +11.9% | -1.1% | +13.1% | +10.9% |
| 1Y | +11.6% | -3.9% | +15.5% | +12.3% |
| 3Y | +2.2% | +3.4% | -1.3% | -2.6% |
| 5Y | +14.9% | -18.9% | +33.8% | +20.8% |
| All | +14.9% | -20.3% | +35.1% | +20.8% |
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