-75.0%
FRSH vs UDR
-20.5%
-54.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -6.6% | -3.5% | -3.1% | -4.4% |
| 30D | +2.1% | -5.3% | +7.4% | +5.9% |
| 3M | +29.0% | -9.5% | +38.5% | +38.0% |
| 6M | +48.6% | -0.7% | +49.3% | +47.9% |
| YTD | -2.9% | -1.2% | -1.8% | -3.6% |
| 1Y | -7.9% | -5.7% | -2.2% | -5.6% |
| 3Y | -46.5% | +3.7% | -50.2% | -50.4% |
| All | -75.0% | -20.5% | -54.5% | -72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling