-13.1%
BR vs UDR
+14.9%
-28.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.6% | +2.3% |
| 7D | +7.0% | +7.2% | -0.3% | +5.5% |
| 30D | +19.0% | +10.5% | +8.5% | +16.9% |
| 3M | +13.1% | -2.3% | +15.4% | +12.4% |
| 6M | +24.6% | +4.0% | +20.6% | +25.0% |
| YTD | -13.6% | +5.6% | -19.2% | -14.9% |
| 1Y | -13.1% | +13.0% | -26.2% | -16.1% |
| All | -13.1% | +14.9% | -28.0% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling