+7,920.7%
BNY vs UDR
+2,776.7%
+5,144.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.4% |
| 7D | -1.1% | -3.4% | +2.3% | +0.7% |
| 30D | +1.4% | -5.4% | +6.8% | +4.2% |
| 3M | +16.8% | -10.0% | +26.8% | +22.6% |
| 6M | +42.0% | -2.5% | +44.5% | +42.6% |
| YTD | +41.9% | -1.1% | +43.0% | +41.2% |
| 1Y | +59.2% | -3.9% | +63.1% | +60.2% |
| 3Y | +290.9% | +3.4% | +287.5% | +272.7% |
| 5Y | +259.0% | -18.9% | +277.9% | +280.6% |
| 10Y | +413.0% | +46.8% | +366.2% | +280.2% |
| All | +7,920.7% | +2,776.7% | +5,144.0% | +2,368.9% |
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