+125.1%
RY vs UDR
-20.8%
+145.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.5% |
| 7D | +0.6% | -0.4% | +1.0% | +0.7% |
| 30D | +5.0% | +7.8% | -2.7% | +2.4% |
| 3M | -5.3% | -2.8% | -2.5% | -4.5% |
| 6M | +13.8% | -1.4% | +15.3% | +13.9% |
| YTD | +21.0% | +3.4% | +17.6% | +18.6% |
| 1Y | +40.5% | +9.9% | +30.6% | +34.7% |
| 3Y | +159.7% | +28.5% | +131.1% | +130.8% |
| All | +125.1% | -20.8% | +145.9% | +135.1% |
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