+1,040.6%
NBIS vs UDR
-14.9%
+1,055.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.7% | -4.4% | -5.3% |
| 7D | +8.3% | -3.4% | +11.7% | +7.4% |
| 30D | +18.1% | -5.4% | +23.5% | +16.5% |
| 3M | +7.8% | -10.0% | +17.7% | +4.9% |
| 6M | +136.6% | -2.5% | +139.1% | +128.1% |
| YTD | +172.5% | -1.1% | +173.6% | +162.5% |
| 1Y | +144.3% | -3.9% | +148.1% | +138.7% |
| All | +1,040.6% | -14.9% | +1,055.5% | +1,065.4% |
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 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