+141.9%
RY vs UDR
-19.6%
+161.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.1% | -2.0% | +5.1% | +3.8% |
| 30D | -0.3% | -5.2% | +4.9% | +1.4% |
| 3M | +8.7% | -5.8% | +14.4% | +10.5% |
| 6M | +28.5% | -1.7% | +30.2% | +28.6% |
| YTD | +25.1% | +2.4% | +22.7% | +23.2% |
| 1Y | +46.3% | -2.1% | +48.4% | +46.2% |
| 3Y | +154.9% | +4.2% | +150.7% | +145.3% |
| All | +141.9% | -19.6% | +161.6% | +151.3% |
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 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