+117.9%
BTSG vs UDR
+14.9%
+103.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.6% | -0.4% |
| 7D | +17.4% | +7.2% | +10.2% | +16.6% |
| 30D | +12.6% | +10.5% | +2.1% | +11.3% |
| 3M | +11.2% | -2.3% | +13.5% | +11.4% |
| 6M | +30.4% | +4.0% | +26.4% | +27.8% |
| YTD | +86.4% | +5.6% | +80.8% | +83.2% |
| 1Y | +117.9% | +13.0% | +104.9% | +100.3% |
| All | +117.9% | +14.9% | +103.0% | +100.3% |
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