-14.1%
BURL vs UDR
-18.6%
+4.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.9% | +4.0% |
| 7D | +7.7% | +2.2% | +5.5% | +6.7% |
| 30D | -7.1% | +8.0% | -15.2% | -10.4% |
| 3M | -30.3% | -3.3% | -27.0% | -29.1% |
| 6M | -15.5% | +1.0% | -16.6% | -16.3% |
| YTD | -11.0% | +4.2% | -15.1% | -13.5% |
| 1Y | -8.4% | +10.8% | -19.3% | -13.9% |
| 3Y | +96.7% | +30.1% | +66.5% | +66.0% |
| 5Y | -14.1% | -18.9% | +4.9% | -11.4% |
| All | -14.1% | -18.6% | +4.5% | -11.4% |
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