+0.4%
UAL vs UDR
-2.7%
+3.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.5% |
| 7D | +3.5% | -2.1% | +5.5% | +4.4% |
| 30D | -16.5% | -5.6% | -10.8% | -14.4% |
| 3M | +2.8% | -5.8% | +8.6% | +4.7% |
| 6M | +17.6% | -1.1% | +18.7% | +15.8% |
| YTD | -3.2% | +1.6% | -4.8% | -4.6% |
| 1Y | +0.4% | -2.7% | +3.1% | +0.5% |
| All | +0.4% | -2.7% | +3.2% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling