+5,008.9%
FLEX vs UDR
+1,319.6%
+3,689.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.7% | +5.2% |
| 7D | -19.3% | +3.0% | -22.3% | -20.8% |
| 30D | -41.5% | +10.3% | -51.8% | -44.8% |
| 3M | -43.1% | -2.9% | -40.2% | -42.8% |
| 6M | -48.2% | +0.3% | -48.5% | -49.4% |
| YTD | +15.5% | +3.8% | +11.7% | +10.2% |
| 1Y | +10.2% | +12.7% | -2.5% | +0.5% |
| 3Y | +256.8% | +27.6% | +229.3% | +199.7% |
| 5Y | +408.2% | -18.6% | +426.8% | +432.5% |
| 10Y | +580.9% | +52.4% | +528.5% | +393.7% |
| All | +5,008.9% | +1,319.6% | +3,689.3% | +1,043.4% |
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