+3,794.9%
RRX vs UDR
+2,798.0%
+996.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.6% | -1.7% |
| 7D | -0.7% | -3.3% | +2.5% | +0.6% |
| 30D | -8.0% | -5.6% | -2.3% | -5.8% |
| 3M | -25.1% | -9.4% | -15.6% | -22.4% |
| 6M | -18.3% | -3.0% | -15.3% | -17.9% |
| YTD | +14.2% | -0.4% | +14.5% | +13.6% |
| 1Y | +13.0% | -5.1% | +18.2% | +14.6% |
| 3Y | +4.2% | +4.2% | 0.0% | +1.3% |
| 5Y | +17.9% | -19.5% | +37.4% | +26.5% |
| 10Y | +220.4% | +47.9% | +172.5% | +165.3% |
| All | +3,794.9% | +2,798.0% | +996.8% | +1,396.9% |
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