+15,251.3%
BN vs UDR
+2,878.3%
+12,373.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.5% | -2.0% | -0.5% | -1.7% |
| 30D | -9.5% | -5.2% | -4.3% | -7.6% |
| 3M | -10.4% | -5.8% | -4.6% | -8.4% |
| 6M | -6.4% | -1.7% | -4.7% | -6.1% |
| YTD | -11.9% | +2.4% | -14.2% | -13.2% |
| 1Y | -8.6% | -2.1% | -6.5% | -8.5% |
| 3Y | +77.6% | +4.2% | +73.3% | +73.6% |
| 5Y | +37.0% | -20.0% | +57.0% | +48.4% |
| 10Y | +266.4% | +44.6% | +221.7% | +218.0% |
| All | +15,251.3% | +2,878.3% | +12,373.1% | +6,318.8% |
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 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