+5,150.0%
FFIV vs UDR
+1,245.3%
+3,904.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | -1.0% | -2.0% | +1.0% | -0.2% |
| 30D | -5.1% | -5.2% | +0.1% | -3.2% |
| 3M | -4.5% | -5.8% | +1.3% | -2.7% |
| 6M | +36.5% | -1.7% | +38.2% | +36.4% |
| YTD | +53.0% | +2.4% | +50.6% | +50.2% |
| 1Y | +24.2% | -2.1% | +26.3% | +24.1% |
| 3Y | +137.2% | +4.2% | +133.0% | +127.5% |
| 5Y | +91.8% | -20.0% | +111.8% | +102.7% |
| 10Y | +215.2% | +44.6% | +170.5% | +150.7% |
| All | +5,150.0% | +1,245.3% | +3,904.7% | +974.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling