+157.8%
USFD vs UDR
+25.4%
+132.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | +3.0% | +3.0% | 0.0% | +2.0% |
| 30D | +11.1% | +10.3% | +0.8% | +7.6% |
| 3M | -0.3% | -2.9% | +2.6% | +0.7% |
| 6M | +15.9% | +0.3% | +15.6% | +15.8% |
| YTD | +41.6% | +3.8% | +37.8% | +38.7% |
| 1Y | +49.4% | +12.7% | +36.7% | +41.5% |
| 3Y | +157.8% | +27.6% | +130.3% | +142.3% |
| All | +157.8% | +25.4% | +132.5% | +142.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling