+138.1%
UDR vs USFR
+28.6%
+109.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | -0.4% | +0.1% | -0.4% | -0.4% |
| 30D | +7.8% | +0.4% | +7.4% | +7.7% |
| 3M | -2.8% | +1.1% | -3.8% | -2.9% |
| 6M | -1.4% | +2.0% | -3.5% | -1.8% |
| YTD | +3.4% | +3.5% | -0.1% | +2.8% |
| 1Y | +9.9% | +4.1% | +5.8% | +9.1% |
| 3Y | +28.5% | +14.4% | +14.1% | +26.0% |
| 5Y | -20.5% | +21.4% | -41.9% | -22.6% |
| 10Y | +54.2% | +28.6% | +25.7% | +50.1% |
| All | +138.1% | +28.6% | +109.5% | +130.3% |
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