-50.2%
FSLY vs UDR
-20.7%
-29.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.6% | +6.9% |
| 7D | +11.2% | -3.3% | +14.4% | +13.4% |
| 30D | -18.2% | -5.6% | -12.5% | -15.4% |
| 3M | +21.9% | -9.4% | +31.3% | +28.5% |
| 6M | +4.0% | -3.0% | +7.0% | +3.3% |
| YTD | +123.1% | -0.4% | +123.5% | +110.4% |
| 1Y | +196.9% | -5.1% | +202.0% | +191.3% |
| 3Y | -1.3% | +4.2% | -5.5% | -15.0% |
| 5Y | -50.2% | -19.5% | -30.7% | -42.7% |
| All | -50.2% | -20.7% | -29.5% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling