+256.8%
FLEX vs UDR
+25.4%
+231.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.7% | +4.7% |
| 7D | -19.3% | +3.0% | -22.3% | -19.7% |
| 30D | -41.5% | +10.3% | -51.8% | -42.6% |
| 3M | -43.1% | -2.9% | -40.2% | -42.8% |
| 6M | -48.2% | +0.3% | -48.5% | -49.0% |
| YTD | +15.5% | +3.8% | +11.7% | +12.0% |
| 1Y | +10.2% | +12.7% | -2.5% | +3.2% |
| 3Y | +256.8% | +27.6% | +229.3% | +206.0% |
| All | +256.8% | +25.4% | +231.5% | +206.0% |
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