+90.3%
FOXA vs UDR
+6.3%
+84.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | 0.0% |
| 7D | -0.6% | -2.1% | +1.4% | +0.3% |
| 30D | +2.3% | -5.6% | +8.0% | +5.0% |
| 3M | -2.8% | -5.8% | +2.9% | -0.3% |
| 6M | +9.6% | -1.1% | +10.7% | +9.8% |
| YTD | -9.9% | +1.6% | -11.5% | -10.9% |
| 1Y | +5.4% | -2.7% | +8.0% | +6.1% |
| 3Y | +115.3% | +6.3% | +109.0% | +105.2% |
| 5Y | +93.1% | -19.3% | +112.4% | +105.7% |
| All | +90.3% | +6.3% | +84.0% | +67.6% |
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