-97.0%
FCEL vs UDR
-20.8%
-76.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.4% | -6.2% |
| 7D | -2.8% | -0.4% | -2.4% | -2.5% |
| 30D | -31.6% | +7.8% | -39.4% | -36.0% |
| 3M | -52.4% | -2.8% | -49.6% | -51.8% |
| 6M | -51.4% | -1.4% | -50.0% | -52.8% |
| YTD | +32.4% | +3.4% | +29.0% | +22.7% |
| 1Y | +37.5% | +9.9% | +27.6% | +19.9% |
| 3Y | -69.3% | +28.5% | -97.8% | -80.3% |
| All | -97.0% | -20.8% | -76.2% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling