+104,095.6%
FICO vs UDR
+2,878.3%
+101,217.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.7% | -16.7% |
| 7D | -19.2% | -2.0% | -17.2% | -18.5% |
| 30D | -14.6% | -5.2% | -9.4% | -12.6% |
| 3M | -20.1% | -5.8% | -14.3% | -17.8% |
| 6M | -36.3% | -1.7% | -34.6% | -35.8% |
| YTD | -44.9% | +2.4% | -47.2% | -45.5% |
| 1Y | -38.6% | -2.1% | -36.5% | -38.3% |
| 3Y | +4.0% | +4.2% | -0.2% | +1.0% |
| 5Y | +99.5% | -20.0% | +119.5% | +115.5% |
| 10Y | +604.7% | +44.6% | +560.0% | +481.6% |
| All | +104,095.6% | +2,878.3% | +101,217.3% | +30,110.0% |
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