-80.3%
FIG vs UDR
-7.1%
-73.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.7% | -4.9% | -5.6% |
| 7D | -16.4% | -2.1% | -14.3% | -16.1% |
| 30D | -2.3% | -5.6% | +3.3% | -1.6% |
| 3M | +7.8% | -5.8% | +13.6% | +9.4% |
| 6M | -21.8% | -1.1% | -20.7% | -20.9% |
| YTD | -39.1% | +1.6% | -40.7% | -38.7% |
| 1Y | -56.6% | -2.7% | -54.0% | -55.3% |
| All | -80.3% | -7.1% | -73.2% | -79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling