+255.6%
UAL vs UDR
+260.0%
-4.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.9% |
| 7D | +8.2% | +3.0% | +5.2% | +6.0% |
| 30D | +2.3% | +10.3% | -7.9% | -4.7% |
| 3M | -12.7% | -2.9% | -9.8% | -10.8% |
| 6M | +12.7% | +0.3% | +12.4% | +11.7% |
| YTD | +0.8% | +3.8% | -3.0% | -2.8% |
| 1Y | +17.8% | +12.7% | +5.0% | +6.6% |
| 3Y | +206.7% | +27.6% | +179.1% | +150.8% |
| 5Y | +113.9% | -18.6% | +132.5% | +138.5% |
| 10Y | +97.0% | +52.4% | +44.6% | +38.7% |
| All | +255.6% | +260.0% | -4.3% | +8.9% |
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 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