+631.5%
FSLR vs UDR
+181.0%
+450.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.5% |
| 7D | -2.6% | +2.0% | -4.7% | -3.5% |
| 30D | +1.8% | +7.9% | -6.1% | -1.6% |
| 3M | -24.4% | -1.5% | -22.9% | -24.0% |
| 6M | -17.7% | +0.9% | -18.6% | -18.6% |
| YTD | -30.7% | +4.0% | -34.7% | -32.7% |
| 1Y | -33.6% | +10.4% | -44.0% | -37.2% |
| 3Y | +35.1% | +26.9% | +8.2% | +17.9% |
| 5Y | +63.1% | -19.4% | +82.4% | +71.7% |
| 10Y | +466.4% | +57.0% | +409.4% | +315.1% |
| All | +631.5% | +181.0% | +450.5% | +260.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling