+16.4%
FSLR vs UDR
+4.7%
+11.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.5% |
| 7D | +6.8% | -2.1% | +8.9% | +7.4% |
| 30D | -14.7% | -5.6% | -9.1% | -13.4% |
| 3M | -22.6% | -5.8% | -16.8% | -21.7% |
| 6M | +12.7% | -1.1% | +13.8% | +12.0% |
| YTD | -18.4% | +1.6% | -20.0% | -19.8% |
| 1Y | +4.9% | -2.7% | +7.6% | +4.7% |
| 3Y | +16.4% | +6.3% | +10.1% | +1.5% |
| All | +16.4% | +4.7% | +11.7% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling