+420.9%
FSLR vs UDR
+53.3%
+367.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.8% |
| 7D | -12.0% | -2.4% | -9.6% | -11.2% |
| 30D | -7.7% | +6.7% | -14.3% | -9.8% |
| 3M | -24.0% | -1.8% | -22.3% | -23.6% |
| 6M | -24.4% | -1.8% | -22.7% | -24.4% |
| YTD | -34.0% | +2.5% | -36.6% | -35.3% |
| 1Y | -35.6% | +7.9% | -43.5% | -38.0% |
| 3Y | +28.7% | +25.1% | +3.6% | +14.4% |
| 5Y | +55.3% | -21.2% | +76.5% | +61.9% |
| All | +420.9% | +53.3% | +367.5% | +306.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling