+280.0%
RTX vs UDR
+47.3%
+232.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | -2.0% | -3.4% | +1.4% | -0.3% |
| 30D | -11.2% | -5.4% | -5.8% | -8.8% |
| 3M | +12.0% | -10.0% | +22.0% | +17.7% |
| 6M | -3.6% | -2.5% | -1.0% | -2.9% |
| YTD | +9.2% | -1.1% | +10.3% | +8.7% |
| 1Y | +29.7% | -3.9% | +33.6% | +30.8% |
| 3Y | +152.0% | +3.4% | +148.5% | +137.7% |
| 5Y | +165.8% | -18.9% | +184.6% | +181.5% |
| All | +280.0% | +47.3% | +232.8% | +213.8% |
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