+38.2%
BN vs UDR
-19.4%
+57.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | -2.4% | -1.8% | -0.6% | -1.2% |
| 30D | +13.5% | +7.9% | +5.6% | +8.1% |
| 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% | -11.3% |
| 1Y | -8.3% | +8.5% | -16.8% | -14.6% |
| 3Y | +100.8% | +26.6% | +74.2% | +65.3% |
| 5Y | +38.2% | -20.2% | +58.4% | +53.5% |
| All | +38.2% | -19.4% | +57.6% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling