+36.6%
FFIV vs UDR
+14.9%
+21.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -0.7% |
| 7D | -9.8% | +7.2% | -17.0% | -10.3% |
| 30D | -28.1% | +10.5% | -38.5% | -28.2% |
| 3M | -20.0% | -2.3% | -17.8% | -20.3% |
| 6M | -0.1% | +4.0% | -4.1% | -1.8% |
| YTD | +29.2% | +5.6% | +23.6% | +29.6% |
| 1Y | +36.6% | +13.0% | +23.6% | +34.5% |
| All | +36.6% | +14.9% | +21.7% | +34.5% |
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 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