+2,878.3%
UDR vs RVTY
+2,416.7%
+461.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.0% | +1.1% | -3.1% | -2.2% |
| 30D | -5.2% | +13.2% | -18.4% | -7.6% |
| 3M | -5.8% | +27.2% | -33.0% | -10.5% |
| 6M | -1.7% | +32.4% | -34.1% | -7.7% |
| YTD | +2.4% | +34.9% | -32.5% | -4.5% |
| 1Y | -2.1% | +52.4% | -54.5% | -11.1% |
| 3Y | +4.2% | +12.3% | -8.1% | -1.0% |
| 5Y | -20.0% | -30.8% | +10.8% | -17.6% |
| 10Y | +44.6% | +150.7% | -106.0% | +14.3% |
| All | +2,878.3% | +2,416.7% | +461.6% | +1,668.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling