+26.7%
BTDR vs UDR
-20.5%
+47.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.1% | +2.7% |
| 7D | +22.4% | -2.1% | +24.5% | +23.6% |
| 30D | +16.5% | -5.6% | +22.1% | +20.0% |
| 3M | -31.5% | -5.8% | -25.7% | -30.3% |
| 6M | +74.0% | -1.1% | +75.2% | +71.6% |
| YTD | +13.0% | +1.6% | +11.4% | +10.3% |
| 1Y | -0.2% | -2.7% | +2.4% | -0.7% |
| 3Y | +9.9% | +6.3% | +3.6% | +6.5% |
| 5Y | +28.1% | -19.3% | +47.4% | +24.9% |
| All | +26.7% | -20.5% | +47.2% | +22.3% |
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