-99.8%
BIYA vs UDR
-13.2%
-86.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | +1.0% |
| 7D | +2.7% | -3.3% | +6.0% | +5.3% |
| 30D | -16.7% | -5.6% | -11.0% | -13.1% |
| 3M | -74.6% | -9.4% | -65.2% | -73.3% |
| 6M | -85.4% | -3.0% | -82.4% | -86.0% |
| YTD | -94.2% | -0.4% | -93.8% | -94.5% |
| 1Y | -98.6% | -5.1% | -93.4% | -98.6% |
| All | -99.8% | -13.2% | -86.6% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling