+139.2%
UAL vs UDR
-19.6%
+158.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +0.7% | -2.0% | +2.7% | +2.0% |
| 30D | -16.1% | -5.2% | -10.9% | -13.2% |
| 3M | +6.1% | -5.8% | +11.9% | +9.7% |
| 6M | +10.8% | -1.7% | +12.5% | +11.3% |
| YTD | -0.4% | +2.4% | -2.8% | -2.8% |
| 1Y | +5.0% | -2.1% | +7.1% | +5.3% |
| 3Y | +124.0% | +4.2% | +119.8% | +115.0% |
| All | +139.2% | -19.6% | +158.8% | +171.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling