-23.4%
BITO vs UDR
+14.9%
-38.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +2.7% |
| 7D | -1.9% | +7.2% | -9.2% | -2.2% |
| 30D | -6.7% | +10.5% | -17.2% | -7.2% |
| 3M | +23.1% | -2.3% | +25.3% | +23.0% |
| 6M | -2.0% | +4.0% | -6.0% | -3.0% |
| YTD | -11.4% | +5.6% | -17.0% | -10.8% |
| 1Y | -23.4% | +13.0% | -36.4% | -24.0% |
| All | -23.4% | +14.9% | -38.3% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling