+317.7%
USFD vs UDR
+46.9%
+270.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.0% | -2.0% | -1.0% | -1.7% |
| 30D | +3.5% | -5.2% | +8.7% | +7.2% |
| 3M | +26.6% | -5.8% | +32.4% | +31.5% |
| 6M | +11.7% | -1.7% | +13.4% | +12.2% |
| YTD | +38.1% | +2.4% | +35.8% | +33.8% |
| 1Y | +33.4% | -2.1% | +35.5% | +33.0% |
| 3Y | +155.8% | +4.2% | +151.6% | +135.3% |
| 5Y | +214.0% | -20.0% | +234.0% | +244.9% |
| 10Y | +320.4% | +44.6% | +275.7% | +230.2% |
| All | +317.7% | +46.9% | +270.8% | +225.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling