+49.8%
USFD vs UDR
+14.9%
+34.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.6% | +4.9% | +7.4% |
| 7D | +7.8% | +7.2% | +0.6% | +6.1% |
| 30D | +16.2% | +10.5% | +5.7% | +13.6% |
| 3M | +11.0% | -2.3% | +13.3% | +11.0% |
| 6M | +20.7% | +4.0% | +16.7% | +21.1% |
| YTD | +46.0% | +5.6% | +40.3% | +39.1% |
| 1Y | +49.8% | +13.0% | +36.8% | +34.7% |
| All | +49.8% | +14.9% | +34.9% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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