+25,589.7%
BRO vs UDR
+2,776.7%
+22,812.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -8.6% | -3.4% | -5.2% | -7.7% |
| 30D | -6.9% | -5.4% | -1.5% | -5.4% |
| 3M | +10.5% | -10.0% | +20.4% | +14.0% |
| 6M | -2.8% | -2.5% | -0.2% | -2.2% |
| YTD | -16.1% | -1.1% | -15.0% | -16.1% |
| 1Y | -27.6% | -3.9% | -23.7% | -27.0% |
| 3Y | -7.3% | +3.4% | -10.7% | -9.2% |
| 5Y | +19.0% | -18.9% | +37.9% | +24.3% |
| 10Y | +292.7% | +46.8% | +245.9% | +242.5% |
| All | +25,589.7% | +2,776.7% | +22,812.9% | +16,978.0% |
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 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