-5.1%
UDR vs FIVE
+64.7%
-69.9%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.8% | -1.9% |
| 7D | -3.3% | +1.7% | -4.9% | -3.3% |
| 30D | -5.6% | +5.0% | -10.6% | -5.7% |
| 3M | -9.4% | +29.5% | -38.9% | -9.7% |
| 6M | -3.0% | +12.4% | -15.4% | -3.0% |
| YTD | -0.4% | +31.2% | -31.6% | -1.4% |
| 1Y | -5.1% | +72.9% | -78.0% | -7.3% |
| All | -5.1% | +64.7% | -69.9% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling