+2,878.3%
UDR vs RRC
+1,202.2%
+1,676.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -2.0% | +1.3% | -3.3% | -2.1% |
| 30D | -5.2% | +10.1% | -15.3% | -6.0% |
| 3M | -5.8% | +4.0% | -9.8% | -6.2% |
| 6M | -1.7% | +1.6% | -3.3% | -2.0% |
| YTD | +2.4% | +19.7% | -17.3% | +0.4% |
| 1Y | -2.1% | +21.4% | -23.5% | -4.3% |
| 3Y | +4.2% | +29.7% | -25.5% | +0.6% |
| 5Y | -20.0% | +153.9% | -173.9% | -28.7% |
| 10Y | +44.6% | +10.8% | +33.8% | +26.9% |
| All | +2,878.3% | +1,202.2% | +1,676.1% | +2,172.4% |
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