-50.8%
BIDU vs UDR
+47.3%
-98.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.4% |
| 7D | -5.2% | -3.4% | -1.8% | -4.3% |
| 30D | -14.5% | -5.4% | -9.1% | -13.2% |
| 3M | -22.9% | -10.0% | -12.9% | -20.8% |
| 6M | -27.8% | -2.5% | -25.3% | -27.6% |
| YTD | -30.7% | -1.1% | -29.5% | -30.8% |
| 1Y | -15.8% | -3.9% | -11.9% | -15.5% |
| 3Y | -33.2% | +3.4% | -36.7% | -35.1% |
| 5Y | -44.8% | -18.9% | -25.9% | -43.4% |
| All | -50.8% | +47.3% | -98.1% | -56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling