-17.7%
BB vs UDR
-20.8%
+3.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.9% |
| 7D | +1.8% | -0.4% | +2.2% | +2.1% |
| 30D | +8.1% | +7.8% | +0.4% | +3.2% |
| 3M | -1.0% | -2.8% | +1.8% | +0.2% |
| 6M | +45.9% | -1.4% | +47.3% | +45.1% |
| YTD | +134.8% | +3.4% | +131.4% | +124.9% |
| 1Y | +104.6% | +9.9% | +94.7% | +87.7% |
| 3Y | +152.8% | +28.5% | +124.3% | +101.4% |
| All | -17.7% | -20.8% | +3.0% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling