-13.2%
BRKR vs UDR
+3.3%
-16.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -8.7% | -3.5% | -5.2% | -6.9% |
| 30D | -9.9% | -5.3% | -4.5% | -7.4% |
| 3M | -3.1% | -9.5% | +6.4% | +1.6% |
| 6M | +45.5% | -0.7% | +46.1% | +43.7% |
| YTD | +13.7% | -1.2% | +14.9% | +13.0% |
| 1Y | +67.4% | -5.7% | +73.2% | +70.7% |
| 3Y | -13.2% | +3.7% | -16.9% | -14.9% |
| All | -13.2% | +3.3% | -16.5% | -14.9% |
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 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