+75.5%
FDX vs UDR
-2.7%
+78.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.4% |
| 7D | -3.3% | -2.1% | -1.2% | -2.9% |
| 30D | -1.4% | -5.6% | +4.2% | -0.2% |
| 3M | -4.5% | -5.8% | +1.3% | -3.4% |
| 6M | +9.4% | -1.1% | +10.5% | +9.5% |
| YTD | +36.0% | +1.6% | +34.4% | +34.7% |
| 1Y | +75.5% | -2.7% | +78.2% | +75.1% |
| All | +75.5% | -2.7% | +78.2% | +75.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling