+281.4%
FCEL vs UDR
-1.4%
+282.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -15.8% | -2.0% | -13.8% | -16.3% |
| 30D | -29.3% | -5.2% | -24.1% | -30.2% |
| 3M | -30.1% | -5.8% | -24.4% | -31.4% |
| 6M | +74.4% | -1.7% | +76.1% | +71.8% |
| YTD | +104.5% | +2.4% | +102.1% | +103.8% |
| 1Y | +281.4% | -2.1% | +283.5% | +349.9% |
| All | +281.4% | -1.4% | +282.8% | +349.9% |
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 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