+732.9%
UDR vs BG
+1,181.2%
-448.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -3.3% | +0.5% | -3.8% | -3.4% |
| 30D | -5.6% | +10.3% | -16.0% | -8.4% |
| 3M | -9.4% | -1.9% | -7.5% | -9.5% |
| 6M | -3.0% | +5.2% | -8.2% | -5.3% |
| YTD | -0.4% | +41.2% | -41.5% | -10.9% |
| 1Y | -5.1% | +50.5% | -55.7% | -17.2% |
| 3Y | +4.2% | +19.9% | -15.7% | -4.7% |
| 5Y | -19.5% | +86.7% | -106.2% | -37.3% |
| 10Y | +47.9% | +167.5% | -119.6% | -3.7% |
| All | +732.9% | +1,181.2% | -448.3% | +348.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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