-17.5%
RUN vs UDR
+58.5%
-76.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.5% |
| 7D | +1.3% | -2.0% | +3.2% | +2.7% |
| 30D | -15.3% | -5.2% | -10.1% | -12.0% |
| 3M | -40.0% | -5.8% | -34.2% | -38.0% |
| 6M | -27.0% | -1.7% | -25.3% | -27.1% |
| YTD | -51.7% | +2.4% | -54.1% | -52.8% |
| 1Y | -45.9% | -2.1% | -43.8% | -45.8% |
| 3Y | -43.8% | +4.2% | -48.0% | -45.6% |
| 5Y | -80.5% | -20.0% | -60.5% | -77.8% |
| 10Y | +45.3% | +44.6% | +0.6% | +31.4% |
| All | -17.5% | +58.5% | -76.0% | -28.3% |
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