+285.2%
BRO vs UDR
+47.2%
+238.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -7.3% | -3.5% | -3.9% | -5.9% |
| 30D | -6.9% | -5.3% | -1.5% | -4.6% |
| 3M | +10.7% | -9.5% | +20.2% | +15.6% |
| 6M | -2.7% | -0.7% | -2.0% | -2.6% |
| YTD | -16.3% | -1.2% | -15.1% | -16.3% |
| 1Y | -29.1% | -5.7% | -23.3% | -27.7% |
| 3Y | -7.8% | +3.7% | -11.6% | -11.0% |
| 5Y | +18.7% | -18.9% | +37.7% | +26.7% |
| All | +285.2% | +47.2% | +238.0% | +243.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling