+47.9%
UDR vs BUD
-24.2%
+72.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.2% |
| 7D | -3.3% | -1.3% | -1.9% | -2.8% |
| 30D | -5.6% | -6.1% | +0.5% | -3.6% |
| 3M | -9.4% | -3.8% | -5.7% | -8.4% |
| 6M | -3.0% | +8.2% | -11.1% | -6.1% |
| YTD | -0.4% | +23.6% | -24.0% | -8.2% |
| 1Y | -5.1% | +33.4% | -38.6% | -15.0% |
| 3Y | +4.2% | +45.3% | -41.1% | -10.8% |
| 5Y | -19.5% | +44.3% | -63.8% | -32.4% |
| 10Y | +47.9% | -22.8% | +70.7% | +31.1% |
| All | +47.9% | -24.2% | +72.1% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling