+594.2%
UDR vs BNS
+1,463.9%
-869.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.5% |
| 7D | -3.3% | -1.3% | -2.0% | -2.5% |
| 30D | -5.6% | +4.0% | -9.6% | -8.4% |
| 3M | -9.4% | +13.8% | -23.2% | -17.3% |
| 6M | -3.0% | +32.7% | -35.6% | -19.9% |
| YTD | -0.4% | +27.6% | -28.0% | -15.9% |
| 1Y | -5.1% | +47.4% | -52.5% | -27.2% |
| 3Y | +4.2% | +129.0% | -124.8% | -40.8% |
| 5Y | -19.5% | +92.7% | -112.2% | -49.7% |
| 10Y | +47.9% | +182.1% | -134.2% | -31.5% |
| All | +594.2% | +1,463.9% | -869.7% | +49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling