-93.2%
FRMI vs UDR
+14.9%
-108.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.6% | -14.2% | -8.5% |
| 7D | -39.7% | +7.2% | -47.0% | -37.2% |
| 30D | -55.2% | +10.5% | -65.6% | -52.8% |
| 3M | -71.2% | -2.3% | -68.9% | -70.8% |
| 6M | -64.1% | +4.0% | -68.1% | -64.0% |
| YTD | -77.2% | +5.6% | -82.9% | -76.3% |
| 1Y | -93.2% | +13.0% | -106.2% | -92.4% |
| All | -93.2% | +14.9% | -108.1% | -92.4% |
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