-19.5%
UDR vs RRC
+154.4%
-173.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -3.3% | -1.7% | -1.5% | -3.0% |
| 30D | -5.6% | +3.6% | -9.2% | -6.1% |
| 3M | -9.4% | +8.8% | -18.3% | -10.5% |
| 6M | -3.0% | +0.8% | -3.7% | -3.4% |
| YTD | -0.4% | +19.0% | -19.4% | -3.3% |
| 1Y | -5.1% | +22.9% | -28.1% | -8.6% |
| 3Y | +4.2% | +32.3% | -28.1% | -1.9% |
| 5Y | -19.5% | +151.6% | -171.1% | -29.1% |
| All | -19.5% | +154.4% | -173.9% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling