+76.2%
BND vs UDR
+177.5%
-101.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | -0.1% |
| 7D | +0.1% | -2.1% | +2.2% | +0.1% |
| 30D | -0.4% | -5.6% | +5.3% | -0.3% |
| 3M | -0.2% | -5.8% | +5.5% | -0.2% |
| 6M | -1.2% | -1.1% | -0.1% | -1.2% |
| YTD | -0.3% | +1.6% | -1.9% | -0.3% |
| 1Y | +0.4% | -2.7% | +3.1% | +0.4% |
| 3Y | +13.4% | +6.3% | +7.1% | +13.4% |
| 5Y | -1.5% | -19.3% | +17.8% | -1.7% |
| 10Y | +15.5% | +46.0% | -30.5% | +16.1% |
| All | +76.2% | +177.5% | -101.3% | +82.4% |
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