-81.4%
RUN vs UDR
-20.2%
-61.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.7% |
| 7D | -3.7% | -3.5% | -0.2% | +0.2% |
| 30D | -13.0% | -5.3% | -7.7% | -7.7% |
| 3M | -31.8% | -9.5% | -22.3% | -24.6% |
| 6M | -32.2% | -0.7% | -31.6% | -33.9% |
| YTD | -53.5% | -1.2% | -52.3% | -54.0% |
| 1Y | -46.5% | -5.7% | -40.8% | -44.5% |
| 3Y | -37.6% | +3.7% | -41.3% | -45.3% |
| All | -81.4% | -20.2% | -61.2% | -76.9% |
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