+195.7%
FROG vs UDR
-19.4%
+215.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.3% | +6.0% | +5.9% |
| 7D | +26.8% | -1.8% | +28.6% | +27.7% |
| 30D | +10.6% | +7.9% | +2.7% | +6.2% |
| 3M | +27.2% | -0.8% | +28.0% | +27.0% |
| 6M | +58.7% | 0.0% | +58.7% | +56.6% |
| YTD | +75.3% | +3.7% | +71.6% | +68.9% |
| 1Y | +71.1% | +8.5% | +62.6% | +60.5% |
| 3Y | +319.6% | +26.6% | +293.0% | +247.3% |
| 5Y | +195.7% | -20.2% | +215.8% | +203.6% |
| All | +195.7% | -19.4% | +215.0% | +203.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling