+229.6%
FROG vs UDR
+3.4%
+226.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.3% | +1.8% |
| 7D | -2.2% | -3.4% | +1.2% | -0.9% |
| 30D | +3.0% | -5.4% | +8.4% | +5.1% |
| 3M | +10.3% | -10.0% | +20.3% | +14.5% |
| 6M | +116.7% | -2.5% | +119.2% | +116.1% |
| YTD | +41.9% | -1.1% | +43.1% | +40.3% |
| 1Y | +78.5% | -3.9% | +82.4% | +78.3% |
| All | +229.6% | +3.4% | +226.2% | +171.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling