+1,172.5%
BR vs UDR
+183.2%
+989.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -5.3% | -2.0% | -3.3% | -4.7% |
| 30D | +6.4% | -5.2% | +11.6% | +8.2% |
| 3M | +13.6% | -5.8% | +19.4% | +15.8% |
| 6M | -6.7% | -1.7% | -5.0% | -6.5% |
| YTD | -21.1% | +2.4% | -23.5% | -22.2% |
| 1Y | -29.6% | -2.1% | -27.4% | -29.5% |
| 3Y | -2.4% | +4.2% | -6.6% | -4.8% |
| 5Y | +11.2% | -20.0% | +31.2% | +17.1% |
| 10Y | +191.8% | +44.6% | +147.1% | +147.6% |
| All | +1,172.5% | +183.2% | +989.3% | +703.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling