-59.5%
FICO vs UDR
+9.8%
-69.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.1% |
| 7D | +4.0% | -1.8% | +5.7% | +4.9% |
| 30D | -1.5% | +7.9% | -9.4% | -5.5% |
| 3M | -29.8% | -0.8% | -29.0% | -29.7% |
| 6M | -33.3% | 0.0% | -33.2% | -32.1% |
| YTD | -56.9% | +3.7% | -60.6% | -56.2% |
| 1Y | -59.5% | +8.5% | -68.0% | -60.3% |
| All | -59.5% | +9.8% | -69.2% | -60.3% |
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