+81.0%
FROG vs UDR
-1.4%
+82.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -11.3% | -2.0% | -9.3% | -11.0% |
| 30D | +3.6% | -5.2% | +8.8% | +4.3% |
| 3M | +1.7% | -5.8% | +7.5% | +2.3% |
| 6M | +123.5% | -1.7% | +125.2% | +123.1% |
| YTD | +40.2% | +2.4% | +37.9% | +36.6% |
| 1Y | +81.0% | -2.1% | +83.1% | +68.2% |
| All | +81.0% | -1.4% | +82.4% | +68.2% |
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