+360.5%
BE vs UDR
-1.4%
+361.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.3% | +7.4% |
| 7D | +20.0% | -2.0% | +22.0% | +18.6% |
| 30D | +7.9% | -5.2% | +13.1% | +4.6% |
| 3M | -13.2% | -5.8% | -7.4% | -15.9% |
| 6M | +53.5% | -1.7% | +55.2% | +47.3% |
| YTD | +191.0% | +2.4% | +188.7% | +198.7% |
| 1Y | +360.5% | -2.1% | +362.6% | +448.2% |
| All | +360.5% | -1.4% | +361.9% | +448.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling