-99.9%
BIYA vs UDR
-9.9%
-90.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | +9.0% | -0.4% | +9.4% | +9.2% |
| 30D | -12.9% | +7.8% | -20.7% | -16.5% |
| 3M | -54.7% | -2.8% | -51.9% | -53.4% |
| 6M | -85.1% | -1.4% | -83.6% | -85.3% |
| YTD | -96.9% | +3.4% | -100.3% | -97.1% |
| 1Y | -98.5% | +9.9% | -108.4% | -98.7% |
| All | -99.9% | -9.9% | -90.0% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling