+1,015.5%
FCX vs UDR
+1,269.0%
-253.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.9% | -2.0% | -2.9% | -3.9% |
| 30D | +4.8% | -5.2% | +10.0% | +7.5% |
| 3M | +4.6% | -5.8% | +10.4% | +7.0% |
| 6M | +10.8% | -1.7% | +12.5% | +10.7% |
| YTD | +44.2% | +2.4% | +41.9% | +40.8% |
| 1Y | +59.6% | -2.1% | +61.7% | +59.1% |
| 3Y | +82.2% | +4.2% | +78.0% | +75.1% |
| 5Y | +115.6% | -20.0% | +135.6% | +133.3% |
| 10Y | +670.6% | +44.6% | +625.9% | +506.3% |
| All | +1,015.5% | +1,269.0% | -253.5% | +322.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling