-0.8%
BB vs UDR
+47.3%
-48.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.3% |
| 7D | -2.1% | -3.4% | +1.3% | -0.4% |
| 30D | -16.0% | -5.4% | -10.6% | -13.8% |
| 3M | -14.5% | -10.0% | -4.5% | -10.5% |
| 6M | +118.6% | -2.5% | +121.1% | +118.8% |
| YTD | +98.9% | -1.1% | +100.1% | +97.3% |
| 1Y | +99.5% | -3.9% | +103.4% | +100.1% |
| 3Y | +65.4% | +3.4% | +61.9% | +58.1% |
| 5Y | -27.6% | -18.9% | -8.8% | -22.4% |
| All | -0.8% | +47.3% | -48.1% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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