-55.6%
FN vs UDR
+2.6%
-58.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.6% | -13.7% | -14.8% |
| 7D | -16.0% | +4.5% | -20.5% | -11.7% |
| 30D | -40.1% | +9.6% | -49.7% | -34.1% |
| 3M | -43.9% | -2.7% | -41.2% | -44.3% |
| 6M | -55.6% | +1.8% | -57.4% | -58.4% |
| All | -55.6% | +2.6% | -58.3% | -58.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling