+13.0%
UDR vs BNS
+52.0%
-38.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.0% | +0.6% | +3.2% |
| 7D | +7.2% | +2.0% | +5.2% | +7.0% |
| 30D | +10.5% | +7.8% | +2.7% | +9.6% |
| 3M | -2.3% | +11.7% | -13.9% | -3.3% |
| 6M | +4.0% | +28.2% | -24.3% | -0.3% |
| YTD | +5.6% | +34.8% | -29.2% | 0.0% |
| 1Y | +13.0% | +51.1% | -38.0% | +4.4% |
| All | +13.0% | +52.0% | -38.9% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling