+12,471.5%
FIX vs UDR
+1,096.0%
+11,375.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.0% | -2.0% | +8.0% | +7.0% |
| 30D | -7.2% | -5.2% | -2.1% | -5.2% |
| 3M | -15.9% | -5.8% | -10.1% | -14.4% |
| 6M | +12.7% | -1.7% | +14.4% | +12.3% |
| YTD | +72.8% | +2.4% | +70.4% | +68.3% |
| 1Y | +122.9% | -2.1% | +125.0% | +120.3% |
| 3Y | +774.3% | +4.2% | +770.1% | +724.5% |
| 5Y | +2,049.5% | -20.0% | +2,069.5% | +2,160.6% |
| 10Y | +5,821.5% | +44.6% | +5,776.8% | +4,646.3% |
| All | +12,471.5% | +1,096.0% | +11,375.4% | +4,071.5% |
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