+902.7%
BURL vs UDR
+150.0%
+752.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.4% | -2.7% |
| 7D | +3.5% | +4.5% | -1.0% | +1.2% |
| 30D | -9.3% | +9.6% | -18.9% | -13.5% |
| 3M | -32.1% | -2.7% | -29.4% | -31.1% |
| 6M | -19.8% | +1.8% | -21.6% | -20.9% |
| YTD | -13.2% | +5.0% | -18.2% | -16.2% |
| 1Y | -7.8% | +12.1% | -19.9% | -14.1% |
| 3Y | +89.3% | +26.2% | +63.2% | +62.4% |
| 5Y | -15.8% | -17.6% | +1.8% | -10.6% |
| 10Y | +262.2% | +54.2% | +208.0% | +189.4% |
| All | +902.7% | +150.0% | +752.7% | +688.0% |
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