+7,273.1%
NEE vs UDR
+2,856.2%
+4,417.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +1.1% | -2.1% | +3.1% | +1.6% |
| 30D | -0.2% | -5.6% | +5.4% | +1.2% |
| 3M | +0.5% | -5.8% | +6.3% | +2.0% |
| 6M | -6.5% | -1.1% | -5.4% | -6.5% |
| YTD | +6.7% | +1.6% | +5.1% | +5.9% |
| 1Y | +23.6% | -2.7% | +26.3% | +23.9% |
| 3Y | +37.1% | +6.3% | +30.8% | +34.1% |
| 5Y | +10.9% | -19.3% | +30.3% | +15.5% |
| 10Y | +245.4% | +46.0% | +199.4% | +211.3% |
| All | +7,273.1% | +2,856.2% | +4,417.0% | +4,184.5% |
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