+50.0%
FDX vs UDR
+7.9%
+42.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.7% |
| 7D | +0.8% | -2.4% | +3.2% | +1.5% |
| 30D | +9.9% | +6.7% | +3.2% | +8.1% |
| 3M | -1.9% | -1.8% | -0.1% | -1.6% |
| 6M | +6.1% | -1.8% | +7.9% | +6.4% |
| YTD | +38.8% | +2.5% | +36.3% | +36.5% |
| 1Y | +50.0% | +7.9% | +42.1% | +44.4% |
| All | +50.0% | +7.9% | +42.1% | +44.4% |
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