+353.3%
USFD vs UDR
+53.3%
+300.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.6% |
| 7D | +1.3% | -2.4% | +3.7% | +3.0% |
| 30D | +10.6% | +6.7% | +3.9% | +5.8% |
| 3M | -2.4% | -1.8% | -0.7% | -1.2% |
| 6M | +28.9% | -1.8% | +30.7% | +30.0% |
| YTD | +43.7% | +2.5% | +41.2% | +39.0% |
| 1Y | +48.5% | +7.9% | +40.6% | +38.3% |
| 3Y | +154.7% | +25.1% | +129.6% | +103.9% |
| 5Y | +218.4% | -21.2% | +239.6% | +256.2% |
| All | +353.3% | +53.3% | +300.0% | +252.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling