-30.1%
FDS vs UDR
+4.7%
-34.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.5% | -4.0% |
| 7D | -5.4% | -2.1% | -3.3% | -4.6% |
| 30D | +1.6% | -5.6% | +7.2% | +4.0% |
| 3M | +17.7% | -5.8% | +23.5% | +21.1% |
| 6M | +29.1% | -1.1% | +30.2% | +30.3% |
| YTD | +1.0% | +1.6% | -0.6% | +0.5% |
| 1Y | -21.6% | -2.7% | -19.0% | -20.9% |
| 3Y | -30.1% | +6.3% | -36.4% | -30.0% |
| All | -30.1% | +4.7% | -34.8% | -30.0% |
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