-35.9%
RUN vs UDR
+4.1%
-40.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.6% | -2.7% |
| 7D | -1.8% | -3.3% | +1.5% | +1.3% |
| 30D | -10.8% | -5.6% | -5.2% | -5.9% |
| 3M | -30.2% | -9.4% | -20.7% | -24.0% |
| 6M | -22.3% | -3.0% | -19.4% | -22.3% |
| YTD | -52.2% | -0.4% | -51.8% | -53.0% |
| 1Y | -45.1% | -5.1% | -40.0% | -43.4% |
| All | -35.9% | +4.1% | -40.0% | -49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling