+70,760.1%
BBY vs UDR
+2,798.0%
+67,962.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.7% |
| 7D | +1.2% | -3.3% | +4.4% | +2.5% |
| 30D | +6.8% | -5.6% | +12.4% | +9.3% |
| 3M | +18.7% | -9.4% | +28.2% | +23.5% |
| 6M | +37.3% | -3.0% | +40.2% | +38.4% |
| YTD | +35.3% | -0.4% | +35.7% | +35.0% |
| 1Y | +20.7% | -5.1% | +25.8% | +22.7% |
| 3Y | +39.4% | +4.2% | +35.2% | +36.1% |
| 5Y | -1.5% | -19.5% | +18.0% | +5.5% |
| 10Y | +239.8% | +47.9% | +191.9% | +176.7% |
| All | +70,760.1% | +2,798.0% | +67,962.1% | +15,221.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling