-84.3%
FRMI vs UDR
+2.3%
-86.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.4% |
| 7D | +2.4% | -2.0% | +4.4% | +1.4% |
| 30D | -17.3% | -5.2% | -12.1% | -19.0% |
| 3M | -17.2% | -5.8% | -11.4% | -19.2% |
| 6M | -43.4% | -1.7% | -41.7% | -43.2% |
| YTD | -36.0% | +2.4% | -38.4% | -33.9% |
| All | -84.3% | +2.3% | -86.5% | -83.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling