+101.1%
UAL vs UDR
+53.1%
+48.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.3% |
| 7D | +12.5% | +2.0% | +10.4% | +10.9% |
| 30D | +12.2% | +7.9% | +4.3% | +6.0% |
| 3M | -2.6% | -1.5% | -1.1% | -1.5% |
| 6M | +21.1% | +0.9% | +20.2% | +19.3% |
| YTD | +7.8% | +4.0% | +3.8% | +3.5% |
| 1Y | +25.4% | +10.4% | +15.0% | +14.8% |
| 3Y | +217.3% | +26.9% | +190.4% | +157.2% |
| 5Y | +132.9% | -19.4% | +152.2% | +164.9% |
| 10Y | +101.1% | +57.0% | +44.1% | +85.4% |
| All | +101.1% | +53.1% | +48.0% | +85.4% |
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 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