+47.9%
UDR vs FIVE
+486.0%
-438.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.8% | -1.5% |
| 7D | -3.3% | +1.7% | -4.9% | -3.5% |
| 30D | -5.6% | +5.0% | -10.6% | -6.5% |
| 3M | -9.4% | +29.5% | -38.9% | -13.4% |
| 6M | -3.0% | +12.4% | -15.4% | -5.7% |
| YTD | -0.4% | +31.2% | -31.6% | -5.8% |
| 1Y | -5.1% | +72.9% | -78.0% | -14.8% |
| 3Y | +4.2% | +53.0% | -48.8% | -8.5% |
| 5Y | -19.5% | +34.2% | -53.7% | -29.7% |
| 10Y | +47.9% | +497.6% | -449.7% | +1.3% |
| All | +47.9% | +486.0% | -438.1% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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