+35.1%
FSLR vs UDR
+28.9%
+6.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.5% |
| 7D | -2.6% | +2.0% | -4.7% | -3.1% |
| 30D | +1.8% | +7.9% | -6.1% | 0.0% |
| 3M | -24.4% | -1.5% | -22.9% | -24.3% |
| 6M | -17.7% | +0.9% | -18.6% | -18.6% |
| YTD | -30.7% | +4.0% | -34.7% | -32.1% |
| 1Y | -33.6% | +10.4% | -44.0% | -36.1% |
| 3Y | +35.1% | +26.9% | +8.2% | +0.4% |
| All | +35.1% | +28.9% | +6.3% | +0.4% |
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 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