+350.6%
RY vs UDR
+53.1%
+297.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -0.6% | +2.0% | -2.6% | -1.3% |
| 30D | +6.1% | +7.9% | -1.8% | +3.2% |
| 3M | -3.4% | -1.5% | -1.9% | -3.0% |
| 6M | +12.8% | +0.9% | +11.9% | +11.9% |
| YTD | +21.0% | +4.0% | +17.0% | +18.4% |
| 1Y | +40.5% | +10.4% | +30.1% | +34.3% |
| 3Y | +159.9% | +26.9% | +133.0% | +132.3% |
| 5Y | +125.0% | -19.4% | +144.3% | +135.2% |
| 10Y | +350.6% | +57.0% | +293.6% | +287.4% |
| All | +350.6% | +53.1% | +297.4% | +287.4% |
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