+34.8%
FROG vs UDR
+27.8%
+7.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.6% | +1.3% |
| 7D | -4.8% | -3.3% | -1.6% | -3.7% |
| 30D | -0.9% | -5.6% | +4.7% | +1.0% |
| 3M | +7.5% | -9.4% | +16.9% | +10.8% |
| 6M | +107.0% | -3.0% | +110.0% | +107.5% |
| YTD | +39.8% | -0.4% | +40.2% | +38.6% |
| 1Y | +74.8% | -5.1% | +80.0% | +76.2% |
| 3Y | +219.3% | +4.2% | +215.1% | +205.9% |
| 5Y | +133.0% | -19.5% | +152.5% | +133.0% |
| All | +34.8% | +27.8% | +7.0% | +45.5% |
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