+447.4%
FLR vs UDR
+1,251.7%
-804.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.4% | -2.3% |
| 7D | +5.4% | -2.0% | +7.4% | +6.5% |
| 30D | +11.4% | -5.2% | +16.6% | +14.4% |
| 3M | +11.4% | -5.8% | +17.2% | +14.0% |
| 6M | +16.6% | -1.7% | +18.3% | +16.5% |
| YTD | +41.7% | +2.4% | +39.3% | +38.1% |
| 1Y | +35.4% | -2.1% | +37.5% | +34.6% |
| 3Y | +57.3% | +4.2% | +53.1% | +49.5% |
| 5Y | +241.0% | -20.0% | +261.0% | +265.4% |
| 10Y | +16.6% | +44.6% | -28.0% | -9.2% |
| All | +447.4% | +1,251.7% | -804.3% | +38.9% |
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