+468.7%
BTSG vs UDR
+9.7%
+459.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.8% | +3.3% |
| 7D | +5.7% | -2.1% | +7.8% | +6.5% |
| 30D | +0.2% | -5.6% | +5.8% | +2.4% |
| 3M | +5.6% | -5.8% | +11.4% | +7.5% |
| 6M | +50.8% | -1.1% | +51.9% | +49.8% |
| YTD | +67.0% | +1.6% | +65.4% | +63.6% |
| 1Y | +145.5% | -2.7% | +148.2% | +145.2% |
| All | +468.7% | +9.7% | +459.0% | +441.2% |
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