+651.0%
BIDU vs UDR
+253.3%
+397.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.2% |
| 7D | -2.4% | -3.3% | +0.8% | -1.2% |
| 30D | -16.0% | -5.6% | -10.3% | -14.1% |
| 3M | -24.0% | -9.4% | -14.6% | -21.4% |
| 6M | -24.9% | -3.0% | -21.9% | -24.4% |
| YTD | -29.6% | -0.4% | -29.2% | -30.0% |
| 1Y | -15.2% | -5.1% | -10.0% | -14.4% |
| 3Y | -32.2% | +4.2% | -36.4% | -35.0% |
| 5Y | -43.8% | -19.5% | -24.2% | -41.3% |
| 10Y | -49.5% | +47.9% | -97.4% | -61.3% |
| All | +651.0% | +253.3% | +397.7% | +208.9% |
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