+557.2%
UDR vs BUD
+222.5%
+334.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.6% |
| 7D | +2.0% | +6.0% | -4.0% | -0.2% |
| 30D | +7.9% | +11.3% | -3.4% | +3.6% |
| 3M | -1.5% | +3.6% | -5.0% | -3.0% |
| 6M | +0.9% | +7.7% | -6.8% | -2.3% |
| YTD | +4.0% | +36.4% | -32.3% | -8.4% |
| 1Y | +10.4% | +37.8% | -27.5% | -3.3% |
| 3Y | +26.9% | +51.2% | -24.3% | +5.7% |
| 5Y | -19.4% | +53.4% | -72.8% | -34.6% |
| 10Y | +57.0% | -3.2% | +60.2% | +40.7% |
| All | +557.2% | +222.5% | +334.7% | +190.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling