+15,947.2%
BN vs UDR
+2,918.1%
+13,029.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -2.4% | -1.8% | -0.6% | -1.7% |
| 30D | +13.5% | +7.9% | +5.6% | +10.2% |
| 3M | -5.9% | -0.8% | -5.2% | -5.6% |
| 6M | -8.9% | 0.0% | -8.9% | -9.2% |
| YTD | -7.9% | +3.7% | -11.6% | -9.7% |
| 1Y | -8.3% | +8.5% | -16.8% | -11.7% |
| 3Y | +100.8% | +26.6% | +74.2% | +81.9% |
| 5Y | +38.2% | -20.2% | +58.4% | +49.9% |
| 10Y | +302.3% | +54.7% | +247.6% | +241.4% |
| All | +15,947.2% | +2,918.1% | +13,029.1% | +6,576.5% |
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 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