+14.3%
BR vs UDR
+27.3%
-13.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.2% |
| 7D | +1.1% | -0.4% | +1.5% | +1.2% |
| 30D | +14.4% | +7.8% | +6.6% | +11.1% |
| 3M | +12.4% | -2.8% | +15.2% | +13.6% |
| 6M | +35.4% | -1.4% | +36.9% | +36.0% |
| YTD | -12.2% | +3.4% | -15.6% | -14.2% |
| 1Y | -12.7% | +9.9% | -22.6% | -17.3% |
| 3Y | +14.3% | +28.5% | -14.2% | +6.7% |
| All | +14.3% | +27.3% | -13.1% | +6.7% |
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