+875.9%
BAX vs UDR
+2,878.3%
-2,002.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.1% | -2.0% | +0.8% | -0.7% |
| 30D | -5.5% | -5.2% | -0.3% | -4.3% |
| 3M | +33.5% | -5.8% | +39.3% | +35.4% |
| 6M | +35.9% | -1.7% | +37.6% | +36.4% |
| YTD | +35.4% | +2.4% | +33.0% | +34.9% |
| 1Y | +9.8% | -2.1% | +11.9% | +10.4% |
| 3Y | -32.7% | +4.2% | -36.9% | -33.2% |
| 5Y | -65.6% | -20.0% | -45.6% | -64.2% |
| 10Y | -34.9% | +44.6% | -79.6% | -40.6% |
| All | +875.9% | +2,878.3% | -2,002.3% | +418.9% |
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 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