+14.9%
BTDR vs UDR
+3.3%
+11.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.8% |
| 7D | -3.4% | -3.5% | +0.1% | -0.1% |
| 30D | +32.6% | -5.3% | +37.9% | +39.0% |
| 3M | -32.2% | -9.5% | -22.7% | -27.3% |
| 6M | +52.4% | -0.7% | +53.0% | +45.9% |
| YTD | +6.7% | -1.2% | +7.9% | +3.2% |
| 1Y | -15.2% | -5.7% | -9.5% | -14.2% |
| 3Y | +14.9% | +3.7% | +11.2% | -32.0% |
| All | +14.9% | +3.3% | +11.6% | -32.0% |
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