+50.0%
UDR vs BUD
-2.1%
+52.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.5% |
| 7D | -0.4% | +1.0% | -1.4% | -0.7% |
| 30D | +7.8% | +6.7% | +1.1% | +5.3% |
| 3M | -2.8% | +5.7% | -8.5% | -4.8% |
| 6M | -1.4% | +5.8% | -7.3% | -3.8% |
| YTD | +3.4% | +34.4% | -31.0% | -7.7% |
| 1Y | +9.9% | +33.3% | -23.4% | -1.6% |
| 3Y | +28.5% | +48.8% | -20.3% | +9.0% |
| 5Y | -20.5% | +52.5% | -73.0% | -34.5% |
| All | +50.0% | -2.1% | +52.1% | +23.4% |
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