+960.9%
BURL vs UDR
+143.7%
+817.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -2.8% | -2.0% | -0.8% | -1.8% |
| 30D | -28.2% | -5.2% | -23.0% | -26.1% |
| 3M | -17.6% | -5.8% | -11.8% | -15.2% |
| 6M | -11.8% | -1.7% | -10.1% | -11.6% |
| YTD | -8.1% | +2.4% | -10.5% | -10.2% |
| 1Y | -12.0% | -2.1% | -9.8% | -12.1% |
| 3Y | +63.3% | +4.2% | +59.1% | +55.3% |
| 5Y | -10.8% | -20.0% | +9.2% | -4.0% |
| 10Y | +215.9% | +44.6% | +171.3% | +158.8% |
| All | +960.9% | +143.7% | +817.2% | +744.6% |
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