+613.6%
FCX vs UDR
+47.3%
+566.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.7% | -5.9% | -6.2% |
| 7D | -1.9% | -3.4% | +1.5% | 0.0% |
| 30D | +3.4% | -5.4% | +8.8% | +6.5% |
| 3M | +15.0% | -10.0% | +25.0% | +20.9% |
| 6M | +14.6% | -2.5% | +17.2% | +14.9% |
| YTD | +41.2% | -1.1% | +42.3% | +39.9% |
| 1Y | +60.4% | -3.9% | +64.3% | +61.3% |
| 3Y | +88.4% | +3.4% | +85.0% | +80.0% |
| 5Y | +115.0% | -18.9% | +133.9% | +131.7% |
| All | +613.6% | +47.3% | +566.3% | +508.2% |
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