+97.6%
FCX vs UDR
+4.1%
+93.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.4% |
| 7D | +3.1% | -3.3% | +6.4% | +4.7% |
| 30D | +8.1% | -5.6% | +13.8% | +11.0% |
| 3M | +18.9% | -9.4% | +28.3% | +23.8% |
| 6M | +26.6% | -3.0% | +29.6% | +26.6% |
| YTD | +51.2% | -0.4% | +51.5% | +48.4% |
| 1Y | +75.6% | -5.1% | +80.7% | +77.5% |
| All | +97.6% | +4.1% | +93.5% | +86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling