+950.6%
BX vs UDR
+215.0%
+735.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.2% |
| 7D | -2.0% | -2.1% | +0.1% | -0.8% |
| 30D | -2.3% | -5.6% | +3.3% | +1.0% |
| 3M | +18.5% | -5.8% | +24.3% | +22.4% |
| 6M | +23.7% | -1.1% | +24.8% | +23.8% |
| YTD | -10.4% | +1.6% | -12.0% | -11.7% |
| 1Y | -19.6% | -2.7% | -16.9% | -18.9% |
| 3Y | +30.8% | +6.3% | +24.5% | +25.1% |
| 5Y | +24.3% | -19.3% | +43.7% | +40.2% |
| 10Y | +679.5% | +46.0% | +633.5% | +500.8% |
| All | +950.6% | +215.0% | +735.6% | +381.4% |
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 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