+615.0%
F vs UDR
+2,878.3%
-2,263.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.4% |
| 7D | +5.3% | -2.0% | +7.3% | +6.2% |
| 30D | +4.6% | -5.2% | +9.8% | +7.0% |
| 3M | -3.7% | -5.8% | +2.1% | -1.4% |
| 6M | +16.8% | -1.7% | +18.5% | +17.1% |
| YTD | +15.3% | +2.4% | +12.9% | +13.4% |
| 1Y | +31.0% | -2.1% | +33.1% | +31.1% |
| 3Y | +45.4% | +4.2% | +41.2% | +41.5% |
| 5Y | +54.7% | -20.0% | +74.7% | +68.2% |
| 10Y | +98.2% | +44.6% | +53.6% | +65.0% |
| All | +615.0% | +2,878.3% | -2,263.2% | +169.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling