+18.4%
BX vs UDR
-20.2%
+38.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.5% | +2.5% |
| 7D | -5.6% | -3.5% | -2.1% | -2.9% |
| 30D | -12.2% | -5.3% | -6.9% | -8.3% |
| 3M | +7.4% | -9.5% | +16.9% | +15.7% |
| 6M | +22.2% | -0.7% | +22.8% | +21.4% |
| YTD | -14.0% | -1.2% | -12.8% | -14.2% |
| 1Y | -27.3% | -5.7% | -21.5% | -24.7% |
| 3Y | +24.5% | +3.7% | +20.8% | +16.8% |
| All | +18.4% | -20.2% | +38.6% | +40.1% |
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 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