-30.7%
FSLY vs UDR
+8.2%
-38.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.7% |
| 7D | +4.9% | -0.4% | +5.2% | +5.0% |
| 30D | -33.5% | +7.8% | -41.3% | -35.9% |
| 3M | -44.6% | -2.8% | -41.9% | -44.2% |
| 6M | -9.2% | -1.4% | -7.8% | -9.9% |
| YTD | +63.3% | +3.4% | +59.9% | +55.1% |
| 1Y | +45.3% | +9.9% | +35.4% | +33.3% |
| 3Y | +3.7% | +28.5% | -24.8% | -13.2% |
| 5Y | -67.2% | -20.5% | -46.7% | -65.5% |
| All | -30.7% | +8.2% | -38.9% | -21.0% |
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