+14.5%
FIX vs UDR
+11.4%
+3.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.4% | +9.1% | +9.6% |
| 7D | -7.2% | +2.2% | -9.5% | -5.6% |
| 30D | -35.1% | +8.0% | -43.2% | -32.1% |
| 3M | -34.3% | -3.3% | -31.0% | -34.2% |
| 6M | -42.9% | +1.0% | -44.0% | -42.8% |
| YTD | +19.5% | +4.2% | +15.3% | +23.4% |
| All | +14.5% | +11.4% | +3.1% | +20.8% |
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 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