+15,531.3%
BN vs UDR
+2,908.2%
+12,623.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.0% |
| 7D | -1.0% | -0.4% | -0.6% | -0.8% |
| 30D | +14.0% | +7.8% | +6.2% | +10.6% |
| 3M | -9.0% | -2.8% | -6.2% | -8.0% |
| 6M | -8.8% | -1.4% | -7.4% | -8.5% |
| YTD | -10.3% | +3.4% | -13.7% | -11.9% |
| 1Y | -5.8% | +9.9% | -15.7% | -9.8% |
| 3Y | +94.8% | +28.5% | +66.3% | +75.4% |
| 5Y | +31.5% | -20.5% | +52.0% | +42.8% |
| 10Y | +291.9% | +54.2% | +237.7% | +233.0% |
| All | +15,531.3% | +2,908.2% | +12,623.1% | +6,411.6% |
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