+1.3%
FSLR vs UDR
-1.4%
+2.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | 0.0% | -2.0% | +2.0% | -0.1% |
| 30D | -13.7% | -5.2% | -8.5% | -13.8% |
| 3M | -35.1% | -5.8% | -29.3% | -35.4% |
| 6M | +3.6% | -1.7% | +5.3% | +1.9% |
| YTD | -21.7% | +2.4% | -24.1% | -22.3% |
| 1Y | +1.3% | -2.1% | +3.4% | -3.4% |
| All | +1.3% | -1.4% | +2.7% | -3.4% |
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