+4,855.7%
BEN vs UDR
+2,878.3%
+1,977.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +0.2% | -2.0% | +2.2% | +1.3% |
| 30D | -0.5% | -5.2% | +4.6% | +2.2% |
| 3M | +9.7% | -5.8% | +15.5% | +12.8% |
| 6M | +33.9% | -1.7% | +35.6% | +34.6% |
| YTD | +49.0% | +2.4% | +46.6% | +46.5% |
| 1Y | +42.1% | -2.1% | +44.2% | +42.7% |
| 3Y | +51.9% | +4.2% | +47.7% | +46.6% |
| 5Y | +39.0% | -20.0% | +59.0% | +52.6% |
| 10Y | +57.9% | +44.6% | +13.2% | +22.1% |
| All | +4,855.7% | +2,878.3% | +1,977.5% | +1,142.9% |
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 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