+6.3%
UDR vs BUD
+48.7%
-42.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.5% |
| 7D | -2.1% | +0.8% | -2.8% | -2.3% |
| 30D | -5.6% | -4.8% | -0.8% | -4.3% |
| 3M | -5.8% | +1.4% | -7.1% | -6.3% |
| 6M | -1.1% | +9.9% | -11.0% | -4.3% |
| YTD | +1.6% | +26.3% | -24.7% | -6.2% |
| 1Y | -2.7% | +36.1% | -38.8% | -12.4% |
| 3Y | +6.3% | +48.6% | -42.3% | -9.8% |
| All | +6.3% | +48.7% | -42.4% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling