+78,645.2%
FICO vs UDR
+2,919.7%
+75,725.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | -0.9% | +3.0% | -3.9% | -2.3% |
| 30D | +3.3% | +10.3% | -6.9% | -1.1% |
| 3M | -31.7% | -2.9% | -28.8% | -30.9% |
| 6M | -34.0% | +0.3% | -34.3% | -34.1% |
| YTD | -58.3% | +3.8% | -62.1% | -59.1% |
| 1Y | -57.9% | +12.7% | -70.7% | -60.2% |
| 3Y | -24.1% | +27.6% | -51.6% | -32.3% |
| 5Y | +85.3% | -18.6% | +103.9% | +98.6% |
| 10Y | +520.3% | +52.4% | +467.9% | +400.6% |
| All | +78,645.2% | +2,919.7% | +75,725.4% | +22,559.9% |
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