+10,266.7%
RTX vs UDR
+2,878.3%
+7,388.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -5.2% | -2.0% | -3.2% | -4.5% |
| 30D | -9.4% | -5.2% | -4.2% | -7.8% |
| 3M | +12.3% | -5.8% | +18.1% | +14.3% |
| 6M | -3.1% | -1.7% | -1.4% | -2.8% |
| YTD | +10.7% | +2.4% | +8.3% | +9.2% |
| 1Y | +28.4% | -2.1% | +30.5% | +28.5% |
| 3Y | +147.1% | +4.2% | +142.9% | +138.7% |
| 5Y | +167.2% | -20.0% | +187.2% | +179.3% |
| 10Y | +274.7% | +44.6% | +230.1% | +221.6% |
| All | +10,266.7% | +2,878.3% | +7,388.4% | +3,774.4% |
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