-99.8%
FCEL vs UDR
+2,101.0%
-2,200.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -15.8% | -2.0% | -13.8% | -14.7% |
| 30D | -29.3% | -5.2% | -24.1% | -27.1% |
| 3M | -30.1% | -5.8% | -24.4% | -28.7% |
| 6M | +74.4% | -1.7% | +76.1% | +72.3% |
| YTD | +104.5% | +2.4% | +102.1% | +97.4% |
| 1Y | +281.4% | -2.1% | +283.5% | +276.4% |
| 3Y | -66.1% | +4.2% | -70.3% | -68.2% |
| 5Y | -91.9% | -20.0% | -71.9% | -90.9% |
| 10Y | -99.2% | +44.6% | -143.9% | -99.4% |
| All | -99.8% | +2,101.0% | -2,200.8% | -99.9% |
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