+164.6%
RTX vs UDR
-19.1%
+183.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.8% |
| 7D | -3.1% | -2.1% | -1.0% | -2.5% |
| 30D | -10.6% | -5.6% | -4.9% | -9.0% |
| 3M | +11.6% | -5.8% | +17.4% | +13.5% |
| 6M | -4.5% | -1.1% | -3.4% | -4.5% |
| YTD | +9.6% | +1.6% | +8.0% | +8.4% |
| 1Y | +30.8% | -2.7% | +33.5% | +31.1% |
| 3Y | +152.8% | +6.3% | +146.5% | +144.6% |
| All | +164.6% | -19.1% | +183.7% | +182.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling