+7,843.3%
FIX vs UDR
+1,112.7%
+6,730.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.6% | +6.0% |
| 7D | -17.5% | +3.0% | -20.4% | -18.8% |
| 30D | -41.6% | +10.3% | -51.8% | -44.4% |
| 3M | -40.6% | -2.9% | -37.7% | -40.3% |
| 6M | -49.4% | +0.3% | -49.7% | -50.3% |
| YTD | +9.2% | +3.8% | +5.4% | +5.0% |
| 1Y | +6.5% | +12.7% | -6.3% | -1.6% |
| 3Y | +448.7% | +27.6% | +421.2% | +370.8% |
| 5Y | +948.7% | -18.6% | +967.3% | +986.7% |
| 10Y | +3,659.7% | +52.4% | +3,607.3% | +2,832.5% |
| All | +7,843.3% | +1,112.7% | +6,730.7% | +2,501.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling