+546.7%
UDR vs BUD
+201.1%
+345.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | -5.2% | -5.7% | +0.5% | -3.2% |
| 3M | -5.8% | +3.1% | -8.9% | -7.1% |
| 6M | -1.7% | +7.9% | -9.6% | -5.0% |
| YTD | +2.4% | +27.3% | -25.0% | -7.3% |
| 1Y | -2.1% | +37.8% | -39.9% | -14.1% |
| 3Y | +4.2% | +49.8% | -45.6% | -12.9% |
| 5Y | -20.0% | +43.8% | -63.8% | -33.6% |
| 10Y | +44.6% | -22.6% | +67.3% | +42.2% |
| All | +546.7% | +201.1% | +345.6% | +193.7% |
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