-1.7%
BBY vs UDR
-20.1%
+18.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.5% |
| 7D | +0.7% | -3.4% | +4.1% | +2.6% |
| 30D | +5.8% | -5.4% | +11.2% | +9.0% |
| 3M | +18.0% | -10.0% | +28.0% | +24.6% |
| 6M | +39.8% | -2.5% | +42.4% | +40.8% |
| YTD | +35.4% | -1.1% | +36.5% | +35.2% |
| 1Y | +21.4% | -3.9% | +25.3% | +23.0% |
| 3Y | +39.5% | +3.4% | +36.1% | +35.1% |
| All | -1.7% | -20.1% | +18.4% | +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