+667.4%
NFLX vs UDR
+47.3%
+620.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -8.1% | -3.4% | -4.7% | -7.4% |
| 30D | +1.6% | -5.4% | +7.1% | +2.9% |
| 3M | -7.3% | -10.0% | +2.7% | -5.2% |
| 6M | -21.6% | -2.5% | -19.0% | -21.2% |
| YTD | -18.9% | -1.1% | -17.8% | -18.9% |
| 1Y | -39.1% | -3.9% | -35.2% | -38.8% |
| 3Y | +71.7% | +3.4% | +68.2% | +68.4% |
| 5Y | +27.0% | -18.9% | +45.8% | +29.7% |
| All | +667.4% | +47.3% | +620.1% | +635.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling