+51.8%
BEN vs UDR
+47.3%
+4.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.9% |
| 7D | +0.3% | -3.4% | +3.7% | +2.3% |
| 30D | +0.9% | -5.4% | +6.3% | +4.0% |
| 3M | +9.2% | -10.0% | +19.1% | +15.3% |
| 6M | +36.8% | -2.5% | +39.3% | +38.1% |
| YTD | +44.4% | -1.1% | +45.5% | +44.4% |
| 1Y | +45.8% | -3.9% | +49.7% | +47.9% |
| 3Y | +52.5% | +3.4% | +49.1% | +47.0% |
| 5Y | +37.7% | -18.9% | +56.6% | +49.3% |
| All | +51.8% | +47.3% | +4.5% | +31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling