+49.0%
BP vs UDR
+26.2%
+22.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | +2.5% | -2.4% | +4.9% | +2.8% |
| 30D | -5.6% | +6.7% | -12.3% | -6.5% |
| 3M | +8.0% | -1.8% | +9.8% | +8.2% |
| 6M | +5.7% | -1.8% | +7.4% | +5.6% |
| YTD | +36.8% | +2.5% | +34.3% | +35.4% |
| 1Y | +30.7% | +7.9% | +22.8% | +27.6% |
| All | +49.0% | +26.2% | +22.7% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling