+371.2%
USFD vs UDR
+54.2%
+317.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +2.8% |
| 7D | +3.9% | +2.2% | +1.7% | +2.5% |
| 30D | +12.8% | +8.0% | +4.8% | +7.1% |
| 3M | +1.0% | -3.3% | +4.2% | +3.2% |
| 6M | +30.3% | +1.0% | +29.2% | +28.8% |
| YTD | +46.0% | +4.2% | +41.8% | +39.6% |
| 1Y | +49.6% | +10.8% | +38.8% | +36.7% |
| 3Y | +166.3% | +30.1% | +136.1% | +107.0% |
| 5Y | +208.4% | -18.9% | +227.3% | +237.5% |
| 10Y | +371.2% | +53.4% | +317.8% | +257.4% |
| All | +371.2% | +54.2% | +317.1% | +257.4% |
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