+267.4%
RTX vs UDR
+54.6%
+212.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.3% |
| 7D | +4.8% | -0.4% | +5.2% | +5.0% |
| 30D | +6.5% | +7.8% | -1.3% | +2.4% |
| 3M | -9.6% | -2.8% | -6.9% | -8.6% |
| 6M | +12.3% | -1.4% | +13.8% | +12.5% |
| YTD | +9.5% | +3.4% | +6.1% | +6.3% |
| 1Y | +15.8% | +9.9% | +6.0% | +8.8% |
| 3Y | +157.0% | +28.5% | +128.5% | +114.6% |
| 5Y | +148.8% | -20.5% | +169.3% | +168.8% |
| All | +267.4% | +54.6% | +212.8% | +191.6% |
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