-23.6%
FIS vs UDR
+4.7%
-28.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.5% |
| 7D | -3.5% | -2.1% | -1.4% | -2.5% |
| 30D | -7.8% | -5.6% | -2.2% | -5.2% |
| 3M | +0.8% | -5.8% | +6.6% | +3.9% |
| 6M | -21.9% | -1.1% | -20.8% | -21.5% |
| YTD | -39.5% | +1.6% | -41.1% | -40.1% |
| 1Y | -41.0% | -2.7% | -38.3% | -40.4% |
| 3Y | -23.6% | +6.3% | -29.9% | -28.3% |
| All | -23.6% | +4.7% | -28.3% | -28.3% |
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