+13.0%
UDR vs RJF
+7.8%
+5.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.3% | -0.8% | +3.1% |
| 7D | +7.2% | +7.2% | +0.1% | +6.5% |
| 30D | +10.5% | +4.9% | +5.5% | +9.8% |
| 3M | -2.3% | -5.5% | +3.3% | -2.4% |
| 6M | +4.0% | +8.0% | -4.0% | +2.8% |
| YTD | +5.6% | +6.2% | -0.6% | +3.3% |
| 1Y | +13.0% | +7.8% | +5.2% | +10.4% |
| All | +13.0% | +7.8% | +5.2% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling