-5.3%
FSLY vs UDR
+3.4%
-8.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +7.5% | -3.4% | +10.9% | +9.1% |
| 30D | -21.1% | -5.4% | -15.7% | -19.3% |
| 3M | +21.8% | -10.0% | +31.7% | +26.8% |
| 6M | -0.1% | -2.5% | +2.4% | -0.6% |
| YTD | +123.1% | -1.1% | +124.2% | +116.7% |
| 1Y | +208.6% | -3.9% | +212.5% | +203.3% |
| 3Y | -1.3% | +3.4% | -4.7% | -7.2% |
| 5Y | -48.4% | -18.9% | -29.5% | -45.6% |
| All | -5.3% | +3.4% | -8.8% | +10.3% |
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 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