+67.2%
F vs UDR
+53.3%
+13.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.2% |
| 7D | -3.9% | -2.4% | -1.5% | -2.5% |
| 30D | -0.5% | +6.7% | -7.1% | -4.2% |
| 3M | -12.9% | -1.8% | -11.1% | -12.1% |
| 6M | +1.5% | -1.8% | +3.3% | +1.9% |
| YTD | -5.0% | +2.5% | -7.5% | -7.5% |
| 1Y | -7.3% | +7.9% | -15.2% | -12.6% |
| 3Y | +45.3% | +25.1% | +20.2% | +24.0% |
| 5Y | -15.8% | -21.2% | +5.4% | -6.5% |
| All | +67.2% | +53.3% | +13.8% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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