-33.1%
BAX vs UDR
+54.6%
-87.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | +4.1% | +7.8% | -3.7% | +0.9% |
| 3M | -4.5% | -2.8% | -1.8% | -3.5% |
| 6M | +49.2% | -1.4% | +50.7% | +50.2% |
| YTD | +35.2% | +3.4% | +31.9% | +33.8% |
| 1Y | +38.3% | +9.9% | +28.4% | +33.7% |
| 3Y | -19.0% | +28.5% | -47.5% | -25.4% |
| 5Y | -64.2% | -20.5% | -43.7% | -61.8% |
| All | -33.1% | +54.6% | -87.8% | -39.0% |
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 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