+7,917.6%
FLEX vs UDR
+1,300.1%
+6,617.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.9% | -2.0% | +1.1% | +0.1% |
| 30D | -10.1% | -5.2% | -5.0% | -7.9% |
| 3M | -31.3% | -5.8% | -25.6% | -30.0% |
| 6M | +71.3% | -1.7% | +73.0% | +70.3% |
| YTD | +81.2% | +2.4% | +78.9% | +75.6% |
| 1Y | +98.5% | -2.1% | +100.6% | +95.8% |
| 3Y | +428.2% | +4.2% | +424.0% | +396.2% |
| 5Y | +657.3% | -20.0% | +677.3% | +705.1% |
| 10Y | +995.9% | +44.6% | +951.3% | +721.2% |
| All | +7,917.6% | +1,300.1% | +6,617.6% | +1,721.8% |
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