-98.2%
BIYA vs UDR
+14.9%
-113.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.6% | -6.8% | -3.9% |
| 7D | -4.0% | +7.2% | -11.3% | -5.3% |
| 30D | -15.0% | +10.5% | -25.5% | -16.8% |
| 3M | -58.1% | -2.3% | -55.8% | -55.8% |
| 6M | -90.0% | +4.0% | -94.0% | -90.9% |
| YTD | -96.9% | +5.6% | -102.5% | -97.3% |
| 1Y | -98.2% | +13.0% | -111.2% | -97.9% |
| All | -98.2% | +14.9% | -113.1% | -97.9% |
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 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