-83.1%
FRMI vs UDR
-1.3%
-81.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +7.4% | -3.5% | +10.9% | +5.6% |
| 30D | -27.6% | -5.3% | -22.3% | -29.4% |
| 3M | -20.9% | -9.5% | -11.3% | -24.3% |
| 6M | -36.6% | -0.7% | -35.9% | -37.6% |
| YTD | -31.3% | -1.2% | -30.1% | -30.2% |
| All | -83.1% | -1.3% | -81.8% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling