+1,142.9%
RSP vs UDR
+539.9%
+603.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.7% | +2.0% | -1.3% | -0.1% |
| 30D | +3.7% | +7.9% | -4.2% | +0.4% |
| 3M | +0.7% | -1.5% | +2.1% | +1.2% |
| 6M | +9.0% | +0.9% | +8.1% | +8.2% |
| YTD | +16.7% | +4.0% | +12.7% | +13.9% |
| 1Y | +19.0% | +10.4% | +8.6% | +13.3% |
| 3Y | +64.7% | +26.9% | +37.8% | +46.5% |
| 5Y | +49.6% | -19.4% | +69.0% | +58.7% |
| 10Y | +213.2% | +57.0% | +156.1% | +145.6% |
| All | +1,142.9% | +539.9% | +603.0% | +374.0% |
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