+2,918.1%
UDR vs RRC
+1,511.7%
+1,406.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -1.8% | -0.5% | -1.3% | -1.8% |
| 30D | +7.9% | +25.2% | -17.3% | +5.5% |
| 3M | -0.8% | +27.8% | -28.6% | -3.2% |
| 6M | 0.0% | +27.2% | -27.2% | -2.5% |
| YTD | +3.7% | +48.2% | -44.4% | -0.4% |
| 1Y | +8.5% | +34.7% | -26.2% | +5.0% |
| 3Y | +26.6% | +62.2% | -35.7% | +19.5% |
| 5Y | -20.2% | +130.9% | -151.1% | -28.4% |
| 10Y | +54.7% | +73.4% | -18.7% | +30.3% |
| All | +2,918.1% | +1,511.7% | +1,406.3% | +2,153.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling