+45.3%
FSLY vs UDR
+9.0%
+36.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -2.4% |
| 7D | +4.9% | -0.4% | +5.2% | +4.5% |
| 30D | -33.5% | +7.8% | -41.3% | -27.4% |
| 3M | -44.6% | -2.8% | -41.9% | -46.8% |
| 6M | -9.2% | -1.4% | -7.8% | -10.0% |
| YTD | +63.3% | +3.4% | +59.9% | +39.7% |
| 1Y | +45.3% | +9.9% | +35.4% | +19.3% |
| All | +45.3% | +9.0% | +36.2% | +19.3% |
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 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