+33.2%
BN vs UDR
-20.7%
+53.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -0.6% |
| 7D | -3.0% | -3.3% | +0.3% | -0.9% |
| 30D | -13.0% | -5.6% | -7.4% | -9.7% |
| 3M | -15.2% | -9.4% | -5.8% | -10.0% |
| 6M | -5.9% | -3.0% | -3.0% | -4.9% |
| YTD | -15.8% | -0.4% | -15.4% | -16.7% |
| 1Y | -12.2% | -5.1% | -7.0% | -10.4% |
| 3Y | +72.2% | +4.2% | +68.0% | +62.8% |
| 5Y | +33.2% | -19.5% | +52.7% | +48.4% |
| All | +33.2% | -20.7% | +53.9% | +48.4% |
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