+12,674.7%
BLK vs UDR
+1,163.0%
+11,511.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | -5.2% | -3.4% | -1.8% | -3.4% |
| 30D | -7.0% | -5.4% | -1.6% | -4.3% |
| 3M | +5.7% | -10.0% | +15.6% | +11.2% |
| 6M | +11.0% | -2.5% | +13.6% | +11.8% |
| YTD | +0.9% | -1.1% | +2.0% | +0.7% |
| 1Y | -1.6% | -3.9% | +2.3% | -0.5% |
| 3Y | +64.5% | +3.4% | +61.0% | +58.1% |
| 5Y | +30.9% | -18.9% | +49.7% | +41.5% |
| 10Y | +275.1% | +46.8% | +228.3% | +180.3% |
| All | +12,674.7% | +1,163.0% | +11,511.7% | +3,545.7% |
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