+44.4%
UDR vs RVTY
+145.6%
-101.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.8% | -0.8% |
| 7D | -3.5% | -4.5% | +1.1% | -2.3% |
| 30D | -5.3% | +5.5% | -10.8% | -6.7% |
| 3M | -9.5% | +22.5% | -32.1% | -14.6% |
| 6M | -0.7% | +38.9% | -39.5% | -9.9% |
| YTD | -1.2% | +28.7% | -29.9% | -8.9% |
| 1Y | -5.7% | +45.5% | -51.2% | -16.3% |
| 3Y | +3.7% | +16.4% | -12.6% | -4.5% |
| 5Y | -18.9% | -32.7% | +13.8% | -15.7% |
| All | +44.4% | +145.6% | -101.3% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling