-20.2%
UDR vs RRC
+135.4%
-155.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.3% |
| 3M | -0.8% | +27.8% | -28.6% | -4.5% |
| 6M | 0.0% | +27.2% | -27.2% | -3.9% |
| YTD | +3.7% | +48.2% | -44.4% | -2.9% |
| 1Y | +8.5% | +34.7% | -26.2% | +3.0% |
| 3Y | +26.6% | +62.2% | -35.7% | +14.9% |
| 5Y | -20.2% | +130.9% | -151.1% | -29.5% |
| All | -20.2% | +135.4% | -155.6% | -29.5% |
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 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