-33.7%
BE vs UDR
-0.4%
-33.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -3.8% |
| 7D | +10.8% | -0.4% | +11.2% | +10.3% |
| 30D | -19.8% | +7.8% | -27.5% | -10.9% |
| 3M | -18.7% | -2.8% | -15.9% | -24.0% |
| 6M | -33.7% | -1.4% | -32.3% | -39.9% |
| All | -33.7% | -0.4% | -33.4% | -39.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling