+86.6%
BURL vs UDR
+25.4%
+61.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.1% |
| 7D | +4.1% | +3.0% | +1.1% | +3.0% |
| 30D | -9.5% | +10.3% | -19.7% | -12.8% |
| 3M | -33.5% | -2.9% | -30.6% | -32.7% |
| 6M | -22.1% | +0.3% | -22.4% | -22.5% |
| YTD | -14.6% | +3.8% | -18.4% | -16.5% |
| 1Y | -8.4% | +12.7% | -21.1% | -13.7% |
| 3Y | +86.6% | +27.6% | +59.0% | +72.1% |
| All | +86.6% | +25.4% | +61.2% | +72.1% |
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