+9,321.7%
UNP vs UDR
+2,878.3%
+6,443.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -5.3% | -2.0% | -3.4% | -4.7% |
| 30D | -1.5% | -5.2% | +3.6% | +0.2% |
| 3M | +10.3% | -5.8% | +16.0% | +12.4% |
| 6M | +9.7% | -1.7% | +11.4% | +10.1% |
| YTD | +27.1% | +2.4% | +24.7% | +25.8% |
| 1Y | +32.6% | -2.1% | +34.7% | +33.0% |
| 3Y | +40.0% | +4.2% | +35.8% | +36.4% |
| 5Y | +50.8% | -20.0% | +70.8% | +58.9% |
| 10Y | +278.6% | +44.6% | +234.0% | +221.0% |
| All | +9,321.7% | +2,878.3% | +6,443.4% | +4,007.7% |
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