+12.0%
FOXA vs UDR
-3.7%
+15.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.3% |
| 7D | -3.7% | -3.4% | -0.4% | -2.6% |
| 30D | +5.4% | -5.4% | +10.8% | +7.3% |
| 3M | -3.7% | -10.0% | +6.2% | -0.3% |
| 6M | +12.6% | -2.5% | +15.1% | +15.4% |
| YTD | -10.0% | -1.1% | -8.8% | -6.7% |
| All | +12.0% | -3.7% | +15.7% | +19.3% |
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