+39.6%
RY vs UDR
+11.0%
+28.6%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | -0.9% | +3.0% | -3.9% | -1.3% |
| 30D | +5.9% | +10.3% | -4.4% | +4.3% |
| 3M | -4.3% | -2.9% | -1.4% | -4.2% |
| 6M | +12.1% | +0.3% | +11.8% | +11.0% |
| YTD | +20.3% | +3.8% | +16.5% | +19.6% |
| All | +39.6% | +11.0% | +28.6% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling