+86.4%
F vs UDR
+42.1%
+44.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -3.8% |
| 7D | +1.2% | -2.1% | +3.2% | +2.4% |
| 30D | +1.2% | -5.6% | +6.9% | +4.6% |
| 3M | -5.7% | -5.8% | +0.1% | -2.7% |
| 6M | +17.9% | -1.1% | +19.1% | +17.8% |
| YTD | +10.4% | +1.6% | +8.8% | +8.2% |
| 1Y | +25.3% | -2.7% | +28.0% | +25.6% |
| 3Y | +37.5% | +6.3% | +31.2% | +29.6% |
| 5Y | +46.5% | -19.3% | +65.8% | +60.4% |
| 10Y | +86.4% | +46.0% | +40.4% | +62.9% |
| All | +86.4% | +42.1% | +44.3% | +62.9% |
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