+140.1%
BP vs UDR
+53.3%
+86.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.7% |
| 7D | +2.5% | -2.4% | +4.9% | +3.4% |
| 30D | -5.6% | +6.7% | -12.3% | -8.0% |
| 3M | +8.0% | -1.8% | +9.8% | +8.4% |
| 6M | +5.7% | -1.8% | +7.4% | +5.6% |
| YTD | +36.8% | +2.5% | +34.3% | +33.6% |
| 1Y | +30.7% | +7.9% | +22.8% | +24.9% |
| 3Y | +51.6% | +25.1% | +26.5% | +33.4% |
| 5Y | +112.2% | -21.2% | +133.4% | +125.1% |
| All | +140.1% | +53.3% | +86.7% | +113.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling