-8.4%
FSLY vs UDR
+6.2%
-14.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.5% |
| 7D | +3.5% | -2.1% | +5.5% | +4.0% |
| 30D | -6.4% | -5.6% | -0.8% | -5.3% |
| 3M | +10.9% | -5.8% | +16.7% | +11.9% |
| 6M | +6.7% | -1.1% | +7.8% | +5.6% |
| YTD | +111.1% | +1.6% | +109.5% | +99.4% |
| 1Y | +185.8% | -2.7% | +188.4% | +178.6% |
| All | -8.4% | +6.2% | -14.7% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling