+4,202.7%
FFIV vs UDR
+1,263.3%
+2,939.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.0% |
| 7D | -2.9% | -1.8% | -1.2% | -2.3% |
| 30D | -32.4% | +7.9% | -40.3% | -34.3% |
| 3M | -22.7% | -0.8% | -21.9% | -22.5% |
| 6M | -10.7% | 0.0% | -10.7% | -11.2% |
| YTD | +25.4% | +3.7% | +21.6% | +22.5% |
| 1Y | +34.2% | +8.5% | +25.6% | +28.7% |
| 3Y | +101.2% | +26.6% | +74.6% | +79.1% |
| 5Y | +42.0% | -20.2% | +62.1% | +50.3% |
| 10Y | +126.7% | +54.7% | +72.0% | +76.0% |
| All | +4,202.7% | +1,263.3% | +2,939.4% | +775.7% |
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