-26.0%
FSLR vs UDR
+14.9%
-40.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.0% | +4.2% |
| 7D | +10.3% | +7.2% | +3.1% | +9.7% |
| 30D | +10.4% | +10.5% | 0.0% | +9.5% |
| 3M | -20.2% | -2.3% | -17.9% | -20.7% |
| 6M | -8.0% | +4.0% | -12.0% | -10.5% |
| YTD | -25.5% | +5.6% | -31.2% | -27.5% |
| 1Y | -26.0% | +13.0% | -39.0% | -30.6% |
| All | -26.0% | +14.9% | -40.9% | -30.6% |
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