-27.8%
BB vs UDR
-20.7%
-7.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.4% | -0.4% |
| 7D | +1.8% | -3.3% | +5.1% | +3.8% |
| 30D | -12.2% | -5.6% | -6.6% | -9.4% |
| 3M | -12.3% | -9.4% | -2.9% | -7.8% |
| 6M | +122.7% | -3.0% | +125.7% | +123.1% |
| YTD | +104.5% | -0.4% | +104.9% | +100.7% |
| 1Y | +106.7% | -5.1% | +111.8% | +108.8% |
| 3Y | +70.0% | +4.2% | +65.7% | +57.0% |
| 5Y | -27.8% | -19.5% | -8.3% | -22.9% |
| All | -27.8% | -20.7% | -7.1% | -22.9% |
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