+11,000.4%
RY vs UDR
+1,293.2%
+9,707.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -0.9% | +3.0% | -3.9% | -1.9% |
| 30D | +5.9% | +10.3% | -4.4% | +2.4% |
| 3M | -4.3% | -2.9% | -1.4% | -3.4% |
| 6M | +12.1% | +0.3% | +11.8% | +11.6% |
| YTD | +20.3% | +3.8% | +16.5% | +18.0% |
| 1Y | +41.0% | +12.7% | +28.3% | +34.4% |
| 3Y | +157.5% | +27.6% | +130.0% | +132.8% |
| 5Y | +123.2% | -18.6% | +141.8% | +132.0% |
| 10Y | +365.7% | +52.4% | +313.3% | +278.3% |
| All | +11,000.4% | +1,293.2% | +9,707.2% | +4,161.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling