+9,738.8%
UNP vs UDR
+2,908.2%
+6,830.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.9% |
| 7D | +4.2% | -0.4% | +4.6% | +4.4% |
| 30D | +5.6% | +7.8% | -2.2% | +3.0% |
| 3M | +2.0% | -2.8% | +4.8% | +2.9% |
| 6M | +15.4% | -1.4% | +16.8% | +15.8% |
| YTD | +32.7% | +3.4% | +29.3% | +30.8% |
| 1Y | +39.4% | +9.9% | +29.6% | +34.6% |
| 3Y | +54.3% | +28.5% | +25.8% | +40.5% |
| 5Y | +39.6% | -20.5% | +60.1% | +47.3% |
| 10Y | +288.9% | +54.2% | +234.6% | +223.5% |
| All | +9,738.8% | +2,908.2% | +6,830.6% | +4,173.4% |
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