+538.9%
FICO vs UDR
+53.3%
+485.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.9% |
| 7D | +1.4% | -2.4% | +3.8% | +2.8% |
| 30D | -0.8% | +6.7% | -7.5% | -4.4% |
| 3M | -31.3% | -1.8% | -29.5% | -30.7% |
| 6M | -33.9% | -1.8% | -32.2% | -33.3% |
| YTD | -57.6% | +2.5% | -60.1% | -58.3% |
| 1Y | -59.7% | +7.9% | -67.6% | -61.5% |
| 3Y | -28.0% | +25.1% | -53.1% | -37.3% |
| 5Y | +91.0% | -21.2% | +112.1% | +110.2% |
| All | +538.9% | +53.3% | +485.6% | +435.1% |
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 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