+31.8%
FFIV vs UDR
+11.3%
+20.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -4.2% | +2.0% | -6.2% | -4.3% |
| 30D | -33.9% | +7.9% | -41.8% | -33.9% |
| 3M | -22.6% | -1.5% | -21.1% | -22.8% |
| 6M | -10.4% | +0.9% | -11.3% | -11.7% |
| YTD | +24.3% | +4.0% | +20.3% | +24.8% |
| 1Y | +31.8% | +10.4% | +21.4% | +29.3% |
| All | +31.8% | +11.3% | +20.5% | +29.3% |
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