+349.4%
RY vs UDR
+53.3%
+296.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | 0.0% |
| 7D | -0.5% | -2.4% | +1.8% | +0.3% |
| 30D | +4.7% | +6.7% | -1.9% | +2.3% |
| 3M | -4.5% | -1.8% | -2.7% | -4.0% |
| 6M | +12.5% | -1.8% | +14.3% | +12.8% |
| YTD | +21.1% | +2.5% | +18.6% | +19.1% |
| 1Y | +38.6% | +7.9% | +30.7% | +33.6% |
| 3Y | +160.2% | +25.1% | +135.1% | +133.8% |
| 5Y | +124.7% | -21.2% | +145.9% | +136.9% |
| All | +349.4% | +53.3% | +296.0% | +289.0% |
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 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