+3,553.2%
FIX vs UDR
+54.6%
+3,498.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.8% |
| 7D | +9.4% | -0.4% | +9.8% | +9.6% |
| 30D | -27.8% | +7.8% | -35.5% | -30.9% |
| 3M | -35.6% | -2.8% | -32.8% | -35.2% |
| 6M | -45.2% | -1.4% | -43.8% | -46.0% |
| YTD | +19.5% | +3.4% | +16.1% | +14.0% |
| 1Y | +24.2% | +9.9% | +14.4% | +14.2% |
| 3Y | +494.2% | +28.5% | +465.7% | +382.7% |
| 5Y | +1,036.1% | -20.5% | +1,056.6% | +1,115.7% |
| All | +3,553.2% | +54.6% | +3,498.6% | +2,863.7% |
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 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