+34.1%
FITB vs UDR
+14.9%
+19.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | -0.1% |
| 7D | +2.3% | +7.2% | -4.9% | -0.7% |
| 30D | +7.7% | +10.5% | -2.7% | +3.1% |
| 3M | -4.5% | -2.3% | -2.2% | -3.7% |
| 6M | +12.5% | +4.0% | +8.5% | +10.4% |
| YTD | +19.8% | +5.6% | +14.2% | +17.3% |
| 1Y | +34.1% | +13.0% | +21.1% | +27.6% |
| All | +34.1% | +14.9% | +19.2% | +27.6% |
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