-5.7%
UDR vs BTG
+25.2%
-31.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -3.5% | -3.8% | +0.3% | -3.3% |
| 30D | -5.3% | +3.6% | -8.9% | -5.5% |
| 3M | -9.5% | +32.0% | -41.6% | -10.5% |
| 6M | -0.7% | +3.4% | -4.0% | -0.7% |
| YTD | -1.2% | +20.8% | -22.0% | -1.8% |
| 1Y | -5.7% | +22.4% | -28.2% | -8.5% |
| All | -5.7% | +25.2% | -31.0% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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