+242.8%
FFIV vs UDR
+44.7%
+198.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.0% | +5.8% | +4.5% |
| 7D | +3.5% | -3.3% | +6.7% | +4.6% |
| 30D | -1.3% | -5.6% | +4.3% | +0.6% |
| 3M | +2.4% | -9.4% | +11.8% | +5.6% |
| 6M | +41.8% | -3.0% | +44.8% | +42.3% |
| YTD | +58.5% | -0.4% | +58.9% | +57.3% |
| 1Y | +24.3% | -5.1% | +29.5% | +25.6% |
| 3Y | +152.0% | +4.2% | +147.8% | +142.0% |
| 5Y | +99.1% | -19.5% | +118.6% | +109.1% |
| 10Y | +242.8% | +47.9% | +194.9% | +211.9% |
| All | +242.8% | +44.7% | +198.1% | +211.9% |
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