+911.5%
BE vs UDR
+33.9%
+877.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.3% | +7.3% |
| 7D | +20.0% | -2.0% | +22.0% | +21.4% |
| 30D | +7.9% | -5.2% | +13.1% | +11.3% |
| 3M | -13.2% | -5.8% | -7.4% | -11.8% |
| 6M | +53.5% | -1.7% | +55.2% | +51.4% |
| YTD | +191.0% | +2.4% | +188.7% | +178.8% |
| 1Y | +360.5% | -2.1% | +362.6% | +350.1% |
| 3Y | +1,568.0% | +4.2% | +1,563.8% | +1,437.1% |
| 5Y | +1,055.2% | -20.0% | +1,075.2% | +1,159.5% |
| All | +911.5% | +33.9% | +877.6% | +1,024.4% |
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 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