+183.3%
FDX vs UDR
+47.6%
+135.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.3% |
| 7D | -3.3% | -2.1% | -1.2% | -2.5% |
| 30D | -1.4% | -5.6% | +4.2% | +1.0% |
| 3M | -4.5% | -5.8% | +1.3% | -2.3% |
| 6M | +9.4% | -1.1% | +10.5% | +9.4% |
| YTD | +36.0% | +1.6% | +34.4% | +34.2% |
| 1Y | +75.5% | -2.7% | +78.2% | +76.0% |
| 3Y | +62.8% | +6.3% | +56.5% | +56.8% |
| 5Y | +64.4% | -19.3% | +83.7% | +74.6% |
| All | +183.3% | +47.6% | +135.7% | +143.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling