+18.4%
BROS vs UDR
-20.0%
+38.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.6% | -2.9% |
| 7D | -6.1% | -3.4% | -2.7% | -3.7% |
| 30D | -12.4% | -5.4% | -6.9% | -8.7% |
| 3M | -27.9% | -10.0% | -18.0% | -22.4% |
| 6M | -16.8% | -2.5% | -14.3% | -15.9% |
| YTD | -29.0% | -1.1% | -27.9% | -29.0% |
| 1Y | -33.2% | -3.9% | -29.3% | -31.8% |
| 3Y | +56.8% | +3.4% | +53.3% | +48.8% |
| All | +18.4% | -20.0% | +38.4% | +29.6% |
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