-20.3%
BROS vs UDR
+14.9%
-35.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.6% | -0.8% |
| 7D | +2.5% | +7.2% | -4.8% | -1.1% |
| 30D | +15.1% | +10.5% | +4.6% | +8.9% |
| 3M | -31.4% | -2.3% | -29.1% | -30.2% |
| 6M | -22.6% | +4.0% | -26.6% | -24.8% |
| YTD | -28.1% | +5.6% | -33.8% | -30.9% |
| 1Y | -20.3% | +13.0% | -33.3% | -29.4% |
| All | -20.3% | +14.9% | -35.2% | -29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling