-42.7%
FIS vs UDR
-4.3%
-38.5%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.5% | -2.5% |
| 7D | -9.1% | -3.3% | -5.8% | -7.7% |
| 30D | -10.4% | -5.6% | -4.8% | -8.1% |
| 3M | -3.7% | -9.4% | +5.7% | +0.8% |
| 6M | -24.8% | -3.0% | -21.8% | -22.6% |
| YTD | -41.6% | -0.4% | -41.2% | -41.0% |
| 1Y | -42.7% | -5.1% | -37.6% | -41.6% |
| All | -42.7% | -4.3% | -38.5% | -41.6% |
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