+125.8%
UDR vs FIVE
+868.1%
-742.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.7% |
| 7D | -2.0% | +4.3% | -6.3% | -2.6% |
| 30D | -5.2% | +12.5% | -17.7% | -6.8% |
| 3M | -5.8% | +31.2% | -37.0% | -9.6% |
| 6M | -1.7% | +14.4% | -16.1% | -4.3% |
| YTD | +2.4% | +33.9% | -31.5% | -2.7% |
| 1Y | -2.1% | +65.1% | -67.2% | -10.1% |
| 3Y | +4.2% | +49.0% | -44.8% | -6.5% |
| 5Y | -20.0% | +30.3% | -50.3% | -28.5% |
| 10Y | +44.6% | +481.1% | -436.5% | +4.8% |
| All | +125.8% | +868.1% | -742.4% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling