+48.5%
BB vs UDR
+4.1%
+44.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.4% | -0.6% |
| 7D | +1.8% | -3.3% | +5.1% | +3.4% |
| 30D | -12.2% | -5.6% | -6.6% | -10.1% |
| 3M | -12.3% | -9.4% | -2.9% | -8.9% |
| 6M | +122.7% | -3.0% | +125.7% | +122.4% |
| YTD | +104.5% | -0.4% | +104.9% | +100.8% |
| 1Y | +106.7% | -5.1% | +111.8% | +108.6% |
| All | +48.5% | +4.1% | +44.3% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling