+28.9%
UDR vs RRC
+60.0%
-31.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -1.8% | -0.5% | -1.3% | -1.7% |
| 30D | +7.9% | +25.2% | -17.3% | +4.6% |
| 3M | -0.8% | +27.8% | -28.6% | -4.2% |
| 6M | 0.0% | +27.2% | -27.2% | -3.6% |
| YTD | +3.7% | +48.2% | -44.4% | -2.9% |
| 1Y | +8.5% | +34.7% | -26.2% | +3.1% |
| All | +28.9% | +60.0% | -31.1% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling