+27.0%
BROS vs UDR
-17.2%
+44.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -6.7% | -2.0% | -4.7% | -5.3% |
| 30D | -29.1% | -5.2% | -23.9% | -26.1% |
| 3M | -16.7% | -5.8% | -10.9% | -13.2% |
| 6M | -11.6% | -1.7% | -9.9% | -11.1% |
| YTD | -23.9% | +2.4% | -26.3% | -25.8% |
| 1Y | -34.8% | -2.1% | -32.7% | -34.3% |
| 3Y | +62.1% | +4.2% | +57.9% | +53.4% |
| All | +27.0% | -17.2% | +44.2% | +35.5% |
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