+365.4%
BLDR vs UDR
+47.3%
+318.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.4% |
| 7D | -8.1% | -3.4% | -4.7% | -5.9% |
| 30D | -21.5% | -5.4% | -16.0% | -18.4% |
| 3M | -21.0% | -10.0% | -11.0% | -15.2% |
| 6M | -37.1% | -2.5% | -34.5% | -36.1% |
| YTD | -42.7% | -1.1% | -41.6% | -42.4% |
| 1Y | -58.0% | -3.9% | -54.1% | -56.9% |
| 3Y | -57.8% | +3.4% | -61.3% | -59.2% |
| 5Y | +10.3% | -18.9% | +29.2% | +23.5% |
| All | +365.4% | +47.3% | +318.2% | +325.8% |
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