+5,092.2%
BEN vs UDR
+2,908.2%
+2,184.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | 0.0% |
| 7D | +6.8% | -0.4% | +7.2% | +7.0% |
| 30D | +18.0% | +7.8% | +10.2% | +13.4% |
| 3M | +7.5% | -2.8% | +10.2% | +8.9% |
| 6M | +14.7% | -1.4% | +16.1% | +15.0% |
| YTD | +56.1% | +3.4% | +52.7% | +52.5% |
| 1Y | +69.6% | +9.9% | +59.7% | +60.4% |
| 3Y | +87.7% | +28.5% | +59.2% | +62.5% |
| 5Y | +28.6% | -20.5% | +49.1% | +41.7% |
| 10Y | +59.8% | +54.2% | +5.6% | +19.9% |
| All | +5,092.2% | +2,908.2% | +2,184.1% | +1,194.0% |
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