+90.1%
FOXA vs UDR
+3.5%
+86.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.4% |
| 7D | -3.7% | -3.4% | -0.4% | -2.3% |
| 30D | +5.4% | -5.4% | +10.8% | +8.0% |
| 3M | -3.7% | -10.0% | +6.2% | +0.8% |
| 6M | +12.6% | -2.5% | +15.1% | +13.5% |
| YTD | -10.0% | -1.1% | -8.8% | -9.9% |
| 1Y | +15.0% | -3.9% | +18.9% | +16.4% |
| 3Y | +115.1% | +3.4% | +111.7% | +107.5% |
| 5Y | +93.0% | -18.9% | +111.9% | +105.0% |
| All | +90.1% | +3.5% | +86.7% | +69.4% |
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 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