+26.1%
BIL vs UDR
+54.6%
-28.5%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | 0.0% |
| 7D | +0.1% | -0.4% | +0.5% | +0.1% |
| 30D | +0.3% | +7.8% | -7.4% | +0.3% |
| 3M | +1.0% | -2.8% | +3.7% | +1.0% |
| 6M | +1.9% | -1.4% | +3.3% | +1.9% |
| YTD | +3.2% | +3.4% | -0.2% | +3.2% |
| 1Y | +3.7% | +9.9% | -6.2% | +3.7% |
| 3Y | +13.8% | +28.5% | -14.7% | +13.8% |
| 5Y | +20.3% | -20.5% | +40.8% | +20.3% |
| All | +26.1% | +54.6% | -28.5% | +26.2% |
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