+51.7%
UNP vs UDR
-20.7%
+72.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.5% |
| 7D | -1.7% | -3.3% | +1.5% | -0.3% |
| 30D | -2.1% | -5.6% | +3.5% | +0.3% |
| 3M | +5.4% | -9.4% | +14.9% | +9.9% |
| 6M | +13.4% | -3.0% | +16.3% | +14.5% |
| YTD | +25.0% | -0.4% | +25.3% | +24.7% |
| 1Y | +34.6% | -5.1% | +39.7% | +36.9% |
| 3Y | +43.6% | +4.2% | +39.4% | +39.4% |
| 5Y | +51.7% | -19.5% | +71.3% | +59.3% |
| All | +51.7% | -20.7% | +72.4% | +59.3% |
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