+9,489.2%
FDS vs UDR
+1,205.7%
+8,283.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.0% | +2.0% | -4.0% | -2.7% |
| 30D | +13.5% | +7.9% | +5.6% | +10.5% |
| 3M | +15.2% | -1.5% | +16.6% | +15.9% |
| 6M | +47.0% | +0.9% | +46.1% | +46.9% |
| YTD | +13.9% | +4.0% | +9.9% | +12.1% |
| 1Y | +25.2% | +10.4% | +14.8% | +20.6% |
| 3Y | -25.3% | +26.9% | -52.3% | -32.0% |
| 5Y | -23.3% | -19.4% | -3.9% | -18.7% |
| 10Y | +126.0% | +57.0% | +69.0% | +83.8% |
| All | +9,489.2% | +1,205.7% | +8,283.5% | +3,395.1% |
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