+154.0%
NEM vs UDR
-20.3%
+174.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -3.3% | -3.4% | +0.1% | -2.2% |
| 30D | +7.8% | -5.4% | +13.3% | +9.8% |
| 3M | +36.3% | -10.0% | +46.2% | +40.6% |
| 6M | +6.6% | -2.5% | +9.1% | +6.7% |
| YTD | +27.1% | -1.1% | +28.3% | +26.5% |
| 1Y | +62.3% | -3.9% | +66.2% | +63.0% |
| 3Y | +245.1% | +3.4% | +241.6% | +232.4% |
| 5Y | +154.0% | -18.9% | +172.9% | +153.7% |
| All | +154.0% | -20.3% | +174.3% | +153.7% |
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