+3.7%
UDR vs RJF
+69.0%
-65.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | -3.5% | -2.7% | -0.8% | -2.8% |
| 30D | -5.3% | -4.3% | -1.0% | -4.4% |
| 3M | -9.5% | +15.7% | -25.3% | -13.0% |
| 6M | -0.7% | +17.8% | -18.5% | -5.0% |
| YTD | -1.2% | +9.2% | -10.3% | -4.2% |
| 1Y | -5.7% | +2.8% | -8.5% | -7.1% |
| 3Y | +3.7% | +69.5% | -65.7% | -16.3% |
| All | +3.7% | +69.0% | -65.3% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling