+51.0%
UDR vs RACE
+658.9%
-607.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | +3.0% | +5.1% | -2.1% | +1.7% |
| 30D | +10.3% | +7.7% | +2.6% | +8.2% |
| 3M | -2.9% | +2.2% | -5.1% | -3.6% |
| 6M | +0.3% | +23.8% | -23.4% | -5.7% |
| YTD | +3.8% | +13.9% | -10.1% | -0.8% |
| 1Y | +12.7% | +3.8% | +9.0% | +10.4% |
| 3Y | +27.6% | +28.0% | -0.5% | +13.9% |
| 5Y | -18.6% | +64.9% | -83.5% | -33.7% |
| 10Y | +52.4% | +780.4% | -727.9% | -14.0% |
| All | +51.0% | +658.9% | -607.9% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling