+898.2%
BAX vs UDR
+2,926.3%
-2,028.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | +3.6% | +2.0% | +1.6% | +3.2% |
| 30D | +8.5% | +7.9% | +0.6% | +6.6% |
| 3M | -4.9% | -1.5% | -3.4% | -4.6% |
| 6M | +47.0% | +0.9% | +46.1% | +46.8% |
| YTD | +38.4% | +4.0% | +34.4% | +37.4% |
| 1Y | +49.1% | +10.4% | +38.8% | +46.2% |
| 3Y | -14.9% | +26.9% | -41.8% | -18.7% |
| 5Y | -63.1% | -19.4% | -43.8% | -61.7% |
| 10Y | -35.6% | +57.0% | -92.6% | -42.1% |
| All | +898.2% | +2,926.3% | -2,028.1% | +428.7% |
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