+373.5%
FCX vs UDR
+54.6%
+318.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.5% |
| 7D | -0.3% | -0.4% | +0.1% | -0.1% |
| 30D | -14.7% | +7.8% | -22.5% | -18.3% |
| 3M | -11.2% | -2.8% | -8.4% | -10.1% |
| 6M | -11.4% | -1.4% | -9.9% | -11.8% |
| YTD | +17.7% | +3.4% | +14.3% | +13.5% |
| 1Y | +47.5% | +9.9% | +37.6% | +37.2% |
| 3Y | +83.9% | +28.5% | +55.4% | +55.3% |
| 5Y | +54.0% | -20.5% | +74.5% | +67.5% |
| All | +373.5% | +54.6% | +318.9% | +299.9% |
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