+209.8%
RSP vs UDR
+44.7%
+165.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.1% |
| 7D | -1.8% | -3.3% | +1.4% | -0.3% |
| 30D | -2.5% | -5.6% | +3.1% | +0.1% |
| 3M | +3.0% | -9.4% | +12.4% | +7.6% |
| 6M | +8.9% | -3.0% | +11.9% | +9.8% |
| YTD | +13.0% | -0.4% | +13.4% | +12.2% |
| 1Y | +16.2% | -5.1% | +21.4% | +18.0% |
| 3Y | +52.7% | +4.2% | +48.5% | +46.2% |
| 5Y | +50.5% | -19.5% | +70.0% | +60.8% |
| 10Y | +209.8% | +47.9% | +161.9% | +163.6% |
| All | +209.8% | +44.7% | +165.2% | +163.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling