-99.8%
BIYA vs UDR
-10.8%
-89.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.8% |
| 7D | +1.3% | -2.0% | +3.3% | +2.9% |
| 30D | -21.0% | -5.2% | -15.8% | -17.8% |
| 3M | -74.3% | -5.8% | -68.5% | -73.9% |
| 6M | -84.6% | -1.7% | -82.9% | -85.4% |
| YTD | -94.2% | +2.4% | -96.5% | -94.6% |
| 1Y | -98.2% | -2.1% | -96.1% | -98.3% |
| All | -99.8% | -10.8% | -89.0% | -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 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