Stock and ETF performance explorer

FDS vs UDR

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	UDR	Excess	Alpha
1D	-3.4%	-2.0%	-1.4%	N/A
7D	-8.8%	-3.3%	-5.5%	N/A
All	-8.8%	-4.4%	-4.4%	N/A

Daily percentage return beside UDR.

Portfolio return minus UDR return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.