-66.9%
BAX vs UDR
-18.0%
-48.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.0% | -3.4% |
| 7D | -2.4% | -2.1% | -0.4% | -1.4% |
| 30D | -9.7% | -5.6% | -4.1% | -7.1% |
| 3M | +29.3% | -5.8% | +35.0% | +33.1% |
| 6M | +40.7% | -1.1% | +41.8% | +41.4% |
| YTD | +30.3% | +1.6% | +28.7% | +29.8% |
| 1Y | +3.4% | -2.7% | +6.1% | +5.0% |
| 3Y | -32.0% | +6.3% | -38.3% | -33.0% |
| 5Y | -66.9% | -19.3% | -47.5% | -64.2% |
| All | -66.9% | -18.0% | -48.9% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling