+5,831.7%
FIX vs UDR
+43.5%
+5,788.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.0% | -2.0% | +8.0% | +7.1% |
| 30D | -7.2% | -5.2% | -2.1% | -4.9% |
| 3M | -15.9% | -5.8% | -10.1% | -14.3% |
| 6M | +12.7% | -1.7% | +14.4% | +12.1% |
| YTD | +72.8% | +2.4% | +70.4% | +67.1% |
| 1Y | +122.9% | -2.1% | +125.0% | +119.6% |
| 3Y | +774.3% | +4.2% | +770.1% | +709.7% |
| 5Y | +2,049.5% | -20.0% | +2,069.5% | +2,201.1% |
| All | +5,831.7% | +43.5% | +5,788.3% | +4,836.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling