+8,782.6%
FDS vs UDR
+1,185.0%
+7,597.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -1.9% | -2.0% | +0.1% | -1.2% |
| 30D | +9.0% | -5.2% | +14.2% | +11.1% |
| 3M | +18.9% | -5.8% | +24.6% | +21.7% |
| 6M | +35.1% | -1.7% | +36.8% | +35.9% |
| YTD | +5.5% | +2.4% | +3.1% | +4.4% |
| 1Y | -16.8% | -2.1% | -14.7% | -16.3% |
| 3Y | -28.1% | +4.2% | -32.3% | -30.0% |
| 5Y | -17.4% | -20.0% | +2.6% | -12.4% |
| 10Y | +85.4% | +44.6% | +40.8% | +54.7% |
| All | +8,782.6% | +1,185.0% | +7,597.6% | +3,152.5% |
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 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