+1,101.8%
NBIS vs UDR
-14.3%
+1,116.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -2.0% |
| 7D | +17.8% | -3.3% | +21.0% | +16.8% |
| 30D | +30.5% | -5.6% | +36.2% | +28.8% |
| 3M | +9.2% | -9.4% | +18.6% | +6.5% |
| 6M | +153.2% | -3.0% | +156.1% | +145.3% |
| YTD | +187.1% | -0.4% | +187.5% | +177.2% |
| 1Y | +151.1% | -5.1% | +156.2% | +148.2% |
| All | +1,101.8% | -14.3% | +1,116.0% | +1,130.3% |
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