+178.8%
FDX vs UDR
+44.7%
+134.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.8% |
| 7D | -2.3% | -3.3% | +0.9% | -1.0% |
| 30D | -4.9% | -5.6% | +0.8% | -2.5% |
| 3M | -6.5% | -9.4% | +3.0% | -2.7% |
| 6M | +6.7% | -3.0% | +9.6% | +7.5% |
| YTD | +33.9% | -0.4% | +34.3% | +33.2% |
| 1Y | +72.2% | -5.1% | +77.3% | +74.5% |
| 3Y | +60.2% | +4.2% | +56.0% | +55.6% |
| 5Y | +62.9% | -19.5% | +82.5% | +73.3% |
| 10Y | +178.8% | +47.9% | +130.9% | +142.0% |
| All | +178.8% | +44.7% | +134.1% | +142.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling