0.0%
FSLR vs UDR
-4.3%
+4.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.0% | -2.8% | -4.8% |
| 7D | +0.2% | -3.3% | +3.5% | +0.1% |
| 30D | -15.1% | -5.6% | -9.5% | -15.4% |
| 3M | -22.5% | -9.4% | -13.1% | -23.0% |
| 6M | +4.0% | -3.0% | +6.9% | +2.1% |
| YTD | -22.3% | -0.4% | -21.9% | -22.9% |
| 1Y | 0.0% | -5.1% | +5.2% | -5.8% |
| All | 0.0% | -4.3% | +4.3% | -5.8% |
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