+22.6%
BROS vs UDR
-19.4%
+42.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -0.6% |
| 7D | -6.6% | -3.3% | -3.3% | -4.3% |
| 30D | -12.3% | -5.6% | -6.7% | -8.6% |
| 3M | -22.2% | -9.4% | -12.8% | -16.6% |
| 6M | -14.3% | -3.0% | -11.3% | -13.1% |
| YTD | -26.6% | -0.4% | -26.2% | -27.0% |
| 1Y | -31.5% | -5.1% | -26.4% | -29.4% |
| 3Y | +62.3% | +4.2% | +58.0% | +53.2% |
| All | +22.6% | -19.4% | +42.0% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling