+164.3%
FSLY vs UDR
+14.9%
+149.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | +4.1% |
| 7D | -22.2% | +7.2% | -29.4% | -15.1% |
| 30D | -19.1% | +10.5% | -29.6% | -8.8% |
| 3M | -15.7% | -2.3% | -13.4% | -18.8% |
| 6M | -23.5% | +4.0% | -27.5% | -18.3% |
| YTD | +106.6% | +5.6% | +101.0% | +91.7% |
| 1Y | +164.3% | +13.0% | +151.2% | +170.5% |
| All | +164.3% | +14.9% | +149.3% | +170.5% |
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 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