+27.2%
NFLX vs UDR
-20.7%
+47.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.4% |
| 7D | -8.1% | -3.3% | -4.8% | -7.2% |
| 30D | -0.3% | -5.6% | +5.3% | +1.5% |
| 3M | -6.6% | -9.4% | +2.8% | -3.8% |
| 6M | -22.7% | -3.0% | -19.7% | -22.1% |
| YTD | -18.9% | -0.4% | -18.5% | -19.1% |
| 1Y | -39.8% | -5.1% | -34.7% | -39.0% |
| 3Y | +71.7% | +4.2% | +67.5% | +65.5% |
| 5Y | +27.2% | -19.5% | +46.8% | +35.9% |
| All | +27.2% | -20.7% | +47.9% | +35.9% |
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