+872.5%
BAX vs UDR
+2,882.6%
-2,010.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.0% |
| 7D | +0.4% | -2.4% | +2.7% | +0.9% |
| 30D | +3.4% | +6.7% | -3.3% | +1.9% |
| 3M | -4.5% | -1.8% | -2.7% | -4.1% |
| 6M | +44.0% | -1.8% | +45.8% | +44.7% |
| YTD | +34.9% | +2.5% | +32.4% | +34.3% |
| 1Y | +37.9% | +7.9% | +30.0% | +35.9% |
| 3Y | -17.1% | +25.1% | -42.2% | -20.6% |
| 5Y | -64.3% | -21.2% | -43.1% | -62.7% |
| 10Y | -35.9% | +52.9% | -88.8% | -42.0% |
| All | +872.5% | +2,882.6% | -2,010.1% | +416.8% |
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 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