+85.4%
FROG vs UDR
+14.9%
+70.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -6.0% | -2.5% |
| 7D | -14.1% | +7.2% | -21.3% | -14.3% |
| 30D | -11.8% | +10.5% | -22.2% | -12.4% |
| 3M | +0.1% | -2.3% | +2.4% | +0.6% |
| 6M | +64.2% | +4.0% | +60.2% | +61.3% |
| YTD | +38.2% | +5.6% | +32.6% | +34.5% |
| 1Y | +85.4% | +13.0% | +72.4% | +59.0% |
| All | +85.4% | +14.9% | +70.5% | +59.0% |
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