+642.7%
BX vs UDR
+47.3%
+595.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.4% |
| 7D | -8.9% | -3.4% | -5.5% | -6.8% |
| 30D | -14.8% | -5.4% | -9.4% | -11.7% |
| 3M | +6.9% | -10.0% | +16.9% | +14.0% |
| 6M | +16.3% | -2.5% | +18.8% | +17.4% |
| YTD | -16.1% | -1.1% | -15.0% | -16.1% |
| 1Y | -26.8% | -3.9% | -22.9% | -25.5% |
| 3Y | +22.4% | +3.4% | +19.0% | +18.4% |
| 5Y | +16.0% | -18.9% | +34.9% | +30.2% |
| All | +642.7% | +47.3% | +595.4% | +585.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling