+250.5%
NEM vs UDR
+4.1%
+246.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.2% | +2.0% |
| 7D | +3.1% | -3.3% | +6.3% | +4.2% |
| 30D | +10.0% | -5.6% | +15.6% | +12.1% |
| 3M | +30.9% | -9.4% | +40.3% | +35.0% |
| 6M | +10.5% | -3.0% | +13.5% | +10.7% |
| YTD | +29.7% | -0.4% | +30.1% | +28.4% |
| 1Y | +71.1% | -5.1% | +76.3% | +72.8% |
| All | +250.5% | +4.1% | +246.3% | +235.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling