+129.0%
FITB vs UDR
+4.1%
+124.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.6% |
| 7D | -0.4% | -3.3% | +2.9% | +1.6% |
| 30D | -5.1% | -5.6% | +0.5% | -1.9% |
| 3M | +3.5% | -9.4% | +13.0% | +9.7% |
| 6M | +17.2% | -3.0% | +20.2% | +18.7% |
| YTD | +17.6% | -0.4% | +18.0% | +16.9% |
| 1Y | +23.4% | -5.1% | +28.5% | +26.4% |
| All | +129.0% | +4.1% | +124.8% | +110.7% |
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