-16.3%
UNH vs UDR
+3.3%
-19.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -4.5% | -3.5% | -1.1% | -3.9% |
| 30D | -6.5% | -5.3% | -1.2% | -5.6% |
| 3M | -6.0% | -9.5% | +3.5% | -4.3% |
| 6M | +33.7% | -0.7% | +34.3% | +33.8% |
| YTD | +16.4% | -1.2% | +17.6% | +16.3% |
| 1Y | +10.1% | -5.7% | +15.8% | +10.8% |
| 3Y | -16.3% | +3.7% | -20.0% | -16.0% |
| All | -16.3% | +3.3% | -19.6% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling