+239.9%
FIS vs UDR
+780.9%
-541.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.8% |
| 7D | +2.8% | -0.4% | +3.2% | +3.0% |
| 30D | -16.7% | +7.8% | -24.5% | -19.4% |
| 3M | -32.3% | -2.8% | -29.5% | -31.8% |
| 6M | -29.1% | -1.4% | -27.6% | -29.0% |
| YTD | -54.1% | +3.4% | -57.5% | -55.0% |
| 1Y | -53.7% | +9.9% | -63.6% | -55.7% |
| 3Y | -38.8% | +28.5% | -67.4% | -45.1% |
| 5Y | -71.1% | -20.5% | -50.6% | -69.2% |
| 10Y | -53.1% | +54.2% | -107.3% | -61.3% |
| All | +239.9% | +780.9% | -541.0% | +30.9% |
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