+416.7%
FLEX vs UDR
-18.0%
+434.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.7% | +5.0% |
| 7D | -19.3% | +3.0% | -22.3% | -20.3% |
| 30D | -41.5% | +10.3% | -51.8% | -43.9% |
| 3M | -43.1% | -2.9% | -40.2% | -42.8% |
| 6M | -48.2% | +0.3% | -48.5% | -49.2% |
| YTD | +15.5% | +3.8% | +11.7% | +10.9% |
| 1Y | +10.2% | +12.7% | -2.5% | +1.4% |
| 3Y | +256.8% | +27.6% | +229.3% | +200.4% |
| All | +416.7% | -18.0% | +434.7% | +451.0% |
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 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