-2.1%
UDR vs BNS
+50.5%
-52.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -2.0% | +1.5% | -3.5% | -2.1% |
| 30D | -5.2% | +6.0% | -11.1% | -5.6% |
| 3M | -5.8% | +16.3% | -22.1% | -7.9% |
| 6M | -1.7% | +27.3% | -29.0% | -6.1% |
| YTD | +2.4% | +28.5% | -26.1% | -2.3% |
| 1Y | -2.1% | +49.0% | -51.1% | -7.8% |
| All | -2.1% | +50.5% | -52.6% | -7.8% |
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