+225.6%
FANG vs UDR
-20.2%
+245.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +2.9% | -3.5% | +6.3% | +4.0% |
| 30D | +2.6% | -5.3% | +7.9% | +4.3% |
| 3M | +7.6% | -9.5% | +17.1% | +10.7% |
| 6M | +17.3% | -0.7% | +18.0% | +16.5% |
| YTD | +38.7% | -1.2% | +39.9% | +37.7% |
| 1Y | +51.6% | -5.7% | +57.4% | +53.1% |
| 3Y | +50.0% | +3.7% | +46.2% | +45.7% |
| All | +225.6% | -20.2% | +245.8% | +287.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling