+2,908.2%
UDR vs RVTY
+2,885.1%
+23.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.2% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | +7.8% | +1.5% | +6.2% | +7.2% |
| 3M | -2.8% | +31.5% | -34.2% | -8.4% |
| 6M | -1.4% | +62.7% | -64.1% | -11.2% |
| YTD | +3.4% | +60.0% | -56.6% | -7.2% |
| 1Y | +9.9% | +65.7% | -55.8% | -2.1% |
| 3Y | +28.5% | +85.2% | -56.7% | +10.6% |
| 5Y | -20.5% | -14.9% | -5.6% | -21.7% |
| 10Y | +54.2% | +211.9% | -157.7% | +16.4% |
| All | +2,908.2% | +2,885.1% | +23.1% | +1,619.1% |
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