+76.4%
FDS vs UDR
+44.7%
+31.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.6% |
| 7D | -8.8% | -3.3% | -5.5% | -7.5% |
| 30D | -1.4% | -5.6% | +4.3% | +1.0% |
| 3M | +13.9% | -9.4% | +23.3% | +19.0% |
| 6M | +27.4% | -3.0% | +30.3% | +29.0% |
| YTD | -2.5% | -0.4% | -2.1% | -2.5% |
| 1Y | -23.8% | -5.1% | -18.6% | -22.3% |
| 3Y | -32.5% | +4.2% | -36.7% | -34.5% |
| 5Y | -23.2% | -19.5% | -3.7% | -18.1% |
| 10Y | +76.4% | +47.9% | +28.5% | +56.5% |
| All | +76.4% | +44.7% | +31.7% | +56.5% |
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