+99.5%
BB vs UDR
-5.5%
+105.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.7% |
| 7D | -2.1% | -3.4% | +1.3% | -2.1% |
| 30D | -16.0% | -5.4% | -10.6% | -16.2% |
| 3M | -14.5% | -10.0% | -4.5% | -15.0% |
| 6M | +118.6% | -2.5% | +121.1% | +114.5% |
| YTD | +98.9% | -1.1% | +100.1% | +97.2% |
| 1Y | +99.5% | -3.9% | +103.4% | +97.6% |
| All | +99.5% | -5.5% | +105.0% | +97.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling