-38.3%
BAX vs UDR
+47.3%
-85.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.6% |
| 7D | -5.4% | -3.4% | -2.1% | -4.1% |
| 30D | -12.4% | -5.4% | -7.0% | -10.4% |
| 3M | +19.1% | -10.0% | +29.1% | +24.2% |
| 6M | +38.6% | -2.5% | +41.2% | +40.0% |
| YTD | +26.7% | -1.1% | +27.8% | +27.6% |
| 1Y | +1.0% | -3.9% | +4.9% | +2.8% |
| 3Y | -33.9% | +3.4% | -37.3% | -34.4% |
| 5Y | -67.0% | -18.9% | -48.2% | -65.0% |
| All | -38.3% | +47.3% | -85.6% | -41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling