-99.8%
BIYA vs UDR
-13.8%
-85.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.4% |
| 7D | -1.3% | -3.4% | +2.1% | +1.2% |
| 30D | -15.9% | -5.4% | -10.5% | -12.5% |
| 3M | -81.2% | -10.0% | -71.3% | -80.2% |
| 6M | -88.2% | -2.5% | -85.7% | -88.7% |
| YTD | -94.1% | -1.1% | -93.0% | -94.4% |
| 1Y | -98.7% | -3.9% | -94.8% | -98.7% |
| All | -99.8% | -13.8% | -85.9% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling