+135.7%
UDR vs USFR
+27.5%
+108.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -5.2% | +0.3% | -5.5% | -5.2% |
| 3M | -5.8% | +1.0% | -6.8% | -5.9% |
| 6M | -1.7% | +1.9% | -3.6% | -2.0% |
| YTD | +2.4% | +2.6% | -0.2% | +1.9% |
| 1Y | -2.1% | +4.0% | -6.1% | -2.8% |
| 3Y | +4.2% | +14.1% | -9.9% | +2.3% |
| 5Y | -20.0% | +20.4% | -40.4% | -22.0% |
| 10Y | +44.6% | +28.0% | +16.6% | +41.0% |
| All | +135.7% | +27.5% | +108.2% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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