+100.0%
BN vs UDR
+27.7%
+72.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | -2.4% | -1.8% | -0.6% | -1.3% |
| 30D | +13.5% | +7.9% | +5.6% | +8.6% |
| 3M | -5.9% | -0.8% | -5.2% | -5.5% |
| 6M | -8.9% | 0.0% | -8.9% | -9.5% |
| YTD | -7.9% | +3.7% | -11.6% | -11.1% |
| 1Y | -8.3% | +8.5% | -16.8% | -14.4% |
| All | +100.0% | +27.7% | +72.2% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling