+44.5%
UDR vs RJF
+429.5%
-385.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | -3.4% | -4.2% | +0.8% | -1.9% |
| 30D | -5.4% | -3.6% | -1.8% | -4.3% |
| 3M | -10.0% | +15.6% | -25.6% | -14.8% |
| 6M | -2.5% | +17.6% | -20.1% | -8.6% |
| YTD | -1.1% | +9.2% | -10.3% | -5.3% |
| 1Y | -3.9% | +5.5% | -9.4% | -7.0% |
| 3Y | +3.4% | +70.3% | -66.9% | -18.2% |
| 5Y | -18.9% | +106.0% | -124.9% | -42.1% |
| All | +44.5% | +429.5% | -385.0% | -18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling