-18.7%
UDR vs RACE
+65.0%
-83.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | +3.0% | +5.1% | -2.1% | +1.8% |
| 30D | +10.3% | +7.7% | +2.6% | +8.3% |
| 3M | -2.9% | +2.2% | -5.1% | -3.5% |
| 6M | +0.3% | +23.8% | -23.4% | -5.3% |
| YTD | +3.8% | +13.9% | -10.1% | -0.5% |
| 1Y | +12.7% | +3.8% | +9.0% | +10.7% |
| 3Y | +27.6% | +28.0% | -0.5% | +10.9% |
| All | -18.7% | +65.0% | -83.7% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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