+41.5%
RUN vs UDR
+47.3%
-5.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.4% |
| 7D | -3.4% | -3.4% | 0.0% | -0.8% |
| 30D | -14.0% | -5.4% | -8.5% | -10.3% |
| 3M | -27.5% | -10.0% | -17.5% | -22.1% |
| 6M | -29.0% | -2.5% | -26.4% | -28.7% |
| YTD | -53.1% | -1.1% | -52.0% | -53.1% |
| 1Y | -46.7% | -3.9% | -42.8% | -45.9% |
| 3Y | -38.3% | +3.4% | -41.8% | -40.2% |
| 5Y | -80.7% | -18.9% | -61.8% | -77.9% |
| All | +41.5% | +47.3% | -5.8% | +28.2% |
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