+119.1%
UDR vs FIVN
+292.8%
-173.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.4% | -0.3% |
| 7D | -2.1% | -8.2% | +6.2% | -1.5% |
| 30D | -5.6% | -8.1% | +2.5% | -5.1% |
| 3M | -5.8% | +34.9% | -40.7% | -8.2% |
| 6M | -1.1% | +72.6% | -73.8% | -6.0% |
| YTD | +1.6% | +55.8% | -54.2% | -3.0% |
| 1Y | -2.7% | +17.1% | -19.8% | -5.2% |
| 3Y | +6.3% | -54.3% | +60.6% | +9.1% |
| 5Y | -19.3% | -81.6% | +62.2% | -15.0% |
| 10Y | +46.0% | +109.2% | -63.2% | +35.0% |
| All | +119.1% | +292.8% | -173.7% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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