+48.8%
UDR vs RRC
+71.8%
-23.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -2.4% | +2.5% | -4.9% | -2.6% |
| 30D | +6.7% | +21.1% | -14.5% | +4.8% |
| 3M | -1.8% | +28.4% | -30.1% | -4.0% |
| 6M | -1.8% | +26.5% | -28.2% | -4.0% |
| YTD | +2.5% | +47.0% | -44.5% | -1.3% |
| 1Y | +7.9% | +35.2% | -27.3% | +4.6% |
| 3Y | +25.1% | +61.0% | -35.9% | +18.6% |
| 5Y | -21.2% | +133.6% | -154.8% | -28.3% |
| All | +48.8% | +71.8% | -23.1% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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