+73.4%
NFLX vs UDR
+4.7%
+68.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.8% |
| 7D | -5.0% | -2.1% | -2.9% | -4.7% |
| 30D | +3.5% | -5.6% | +9.2% | +4.4% |
| 3M | -7.1% | -5.8% | -1.3% | -6.2% |
| 6M | -22.5% | -1.1% | -21.4% | -22.1% |
| YTD | -18.1% | +1.6% | -19.7% | -18.0% |
| 1Y | -38.3% | -2.7% | -35.7% | -37.9% |
| 3Y | +73.4% | +6.3% | +67.1% | +71.8% |
| All | +73.4% | +4.7% | +68.7% | +71.8% |
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