-98.7%
BIYA vs UDR
-5.5%
-93.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.3% |
| 7D | -1.3% | -3.4% | +2.1% | +0.7% |
| 30D | -15.9% | -5.4% | -10.5% | -13.3% |
| 3M | -81.2% | -10.0% | -71.3% | -80.7% |
| 6M | -88.2% | -2.5% | -85.7% | -89.5% |
| YTD | -94.1% | -1.1% | -93.0% | -94.8% |
| 1Y | -98.7% | -3.9% | -94.8% | -98.6% |
| All | -98.7% | -5.5% | -93.1% | -98.6% |
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