+141.1%
BP vs UDR
-20.7%
+161.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.7% | +2.2% |
| 7D | +4.0% | -3.3% | +7.2% | +4.7% |
| 30D | +7.8% | -5.6% | +13.5% | +9.2% |
| 3M | +8.4% | -9.4% | +17.8% | +10.6% |
| 6M | +15.1% | -3.0% | +18.0% | +15.3% |
| YTD | +36.4% | -0.4% | +36.8% | +35.6% |
| 1Y | +40.9% | -5.1% | +46.0% | +41.7% |
| 3Y | +38.8% | +4.2% | +34.6% | +35.6% |
| 5Y | +141.1% | -19.5% | +160.6% | +161.8% |
| All | +141.1% | -20.7% | +161.8% | +161.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling