+55.7%
FLR vs UDR
+4.1%
+51.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.5% |
| 7D | -3.1% | -3.3% | +0.1% | -2.0% |
| 30D | +4.9% | -5.6% | +10.6% | +7.0% |
| 3M | +10.8% | -9.4% | +20.2% | +14.1% |
| 6M | +19.7% | -3.0% | +22.6% | +19.5% |
| YTD | +38.4% | -0.4% | +38.7% | +36.1% |
| 1Y | +34.7% | -5.1% | +39.8% | +35.5% |
| All | +55.7% | +4.1% | +51.5% | +48.0% |
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