-14.9%
BAX vs UDR
+28.9%
-43.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | +3.6% | +2.0% | +1.6% | +2.3% |
| 30D | +8.5% | +7.9% | +0.6% | +3.0% |
| 3M | -4.9% | -1.5% | -3.4% | -4.0% |
| 6M | +47.0% | +0.9% | +46.1% | +45.9% |
| YTD | +38.4% | +4.0% | +34.4% | +35.4% |
| 1Y | +49.1% | +10.4% | +38.8% | +40.4% |
| 3Y | -14.9% | +26.9% | -41.8% | -19.8% |
| All | -14.9% | +28.9% | -43.8% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling