+34.3%
FANG vs UDR
+14.9%
+19.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.6% | -8.5% | -4.5% |
| 7D | -11.3% | +7.2% | -18.5% | -10.8% |
| 30D | -0.7% | +10.5% | -11.1% | 0.0% |
| 3M | -4.2% | -2.3% | -1.9% | -3.9% |
| 6M | -13.5% | +4.0% | -17.5% | -13.8% |
| YTD | +23.7% | +5.6% | +18.1% | +23.1% |
| 1Y | +34.3% | +13.0% | +21.3% | +32.4% |
| All | +34.3% | +14.9% | +19.4% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling