+81,361.1%
FICO vs UDR
+2,918.1%
+78,443.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.1% |
| 7D | +4.0% | -1.8% | +5.7% | +4.8% |
| 30D | -1.5% | +7.9% | -9.4% | -4.8% |
| 3M | -29.8% | -0.8% | -29.0% | -29.6% |
| 6M | -33.3% | 0.0% | -33.2% | -33.2% |
| YTD | -56.9% | +3.7% | -60.6% | -57.7% |
| 1Y | -59.5% | +8.5% | -68.0% | -61.0% |
| 3Y | -26.9% | +26.6% | -53.4% | -34.6% |
| 5Y | +92.9% | -20.2% | +113.1% | +108.5% |
| 10Y | +539.5% | +54.7% | +484.7% | +413.1% |
| All | +81,361.1% | +2,918.1% | +78,443.0% | +23,347.5% |
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