+104.2%
UAL vs UDR
+44.7%
+59.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | +0.4% |
| 7D | -1.1% | -3.3% | +2.1% | +1.4% |
| 30D | -13.4% | -5.6% | -7.8% | -9.7% |
| 3M | -2.3% | -9.4% | +7.1% | +4.7% |
| 6M | +13.3% | -3.0% | +16.3% | +15.0% |
| YTD | -4.2% | -0.4% | -3.8% | -5.0% |
| 1Y | +1.4% | -5.1% | +6.5% | +4.0% |
| 3Y | +125.8% | +4.2% | +121.6% | +113.2% |
| 5Y | +130.0% | -19.5% | +149.5% | +160.3% |
| 10Y | +104.2% | +47.9% | +56.3% | +86.5% |
| All | +104.2% | +44.7% | +59.6% | +86.5% |
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 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