+2,856.2%
UDR vs RJF
+49,360.8%
-46,504.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.4% |
| 7D | -2.1% | +1.8% | -3.8% | -2.7% |
| 30D | -5.6% | 0.0% | -5.6% | -5.7% |
| 3M | -5.8% | +18.0% | -23.7% | -11.3% |
| 6M | -1.1% | +17.0% | -18.1% | -6.9% |
| YTD | +1.6% | +11.1% | -9.5% | -3.1% |
| 1Y | -2.7% | +8.0% | -10.6% | -6.4% |
| 3Y | +6.3% | +73.3% | -67.0% | -14.8% |
| 5Y | -19.3% | +107.4% | -126.7% | -40.7% |
| 10Y | +46.0% | +428.5% | -382.5% | -26.3% |
| All | +2,856.2% | +49,360.8% | -46,504.7% | +582.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling