+1,127.7%
RSP vs UDR
+529.7%
+598.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.8% | -2.0% | +1.2% | +0.1% |
| 30D | -0.3% | -5.2% | +4.9% | +1.9% |
| 3M | +4.3% | -5.8% | +10.1% | +6.6% |
| 6M | +8.8% | -1.7% | +10.5% | +9.1% |
| YTD | +15.3% | +2.4% | +12.9% | +13.4% |
| 1Y | +18.3% | -2.1% | +20.4% | +18.4% |
| 3Y | +52.8% | +4.2% | +48.6% | +47.4% |
| 5Y | +51.7% | -20.0% | +71.7% | +61.5% |
| 10Y | +208.5% | +44.6% | +163.8% | +149.7% |
| All | +1,127.7% | +529.7% | +598.0% | +371.7% |
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