+14,032.2%
TROW vs UDR
+2,776.7%
+11,255.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | +0.2% |
| 7D | -3.0% | -3.4% | +0.4% | -1.2% |
| 30D | -5.5% | -5.4% | 0.0% | -2.6% |
| 3M | +2.3% | -10.0% | +12.2% | +8.0% |
| 6M | +23.9% | -2.5% | +26.5% | +24.8% |
| YTD | +7.9% | -1.1% | +9.0% | +7.5% |
| 1Y | +6.1% | -3.9% | +10.0% | +7.1% |
| 3Y | +13.8% | +3.4% | +10.4% | +9.3% |
| 5Y | -38.2% | -18.9% | -19.3% | -32.4% |
| 10Y | +131.3% | +46.8% | +84.5% | +73.0% |
| All | +14,032.2% | +2,776.7% | +11,255.5% | +3,636.4% |
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