+588.9%
RVMD vs UDR
-20.2%
+609.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.0% | -3.5% | +0.5% | -0.6% |
| 30D | -0.7% | -5.3% | +4.6% | +2.8% |
| 3M | +36.5% | -9.5% | +46.1% | +44.9% |
| 6M | +104.6% | -0.7% | +105.3% | +101.9% |
| YTD | +155.8% | -1.2% | +157.0% | +152.4% |
| 1Y | +340.7% | -5.7% | +346.4% | +349.1% |
| 3Y | +519.9% | +3.7% | +516.2% | +462.4% |
| All | +588.9% | -20.2% | +609.0% | +676.0% |
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