+66.9%
BROS vs UDR
+4.1%
+62.8%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -0.8% |
| 7D | -6.6% | -3.3% | -3.3% | -4.6% |
| 30D | -12.3% | -5.6% | -6.7% | -9.1% |
| 3M | -22.2% | -9.4% | -12.8% | -17.4% |
| 6M | -14.3% | -3.0% | -11.3% | -13.2% |
| YTD | -26.6% | -0.4% | -26.2% | -26.8% |
| 1Y | -31.5% | -5.1% | -26.4% | -29.7% |
| All | +66.9% | +4.1% | +62.8% | +66.8% |
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