+65,302.9%
NFLX vs UDR
+636.2%
+64,666.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.4% | -5.4% |
| 7D | -4.2% | -2.0% | -2.3% | -3.7% |
| 30D | +5.5% | -5.2% | +10.7% | +7.1% |
| 3M | -4.1% | -5.8% | +1.7% | -2.4% |
| 6M | -20.7% | -1.7% | -19.0% | -20.5% |
| YTD | -16.5% | +2.4% | -18.9% | -17.5% |
| 1Y | -37.8% | -2.1% | -35.7% | -37.8% |
| 3Y | +77.9% | +4.2% | +73.7% | +72.1% |
| 5Y | +32.5% | -20.0% | +52.5% | +37.6% |
| 10Y | +703.6% | +44.6% | +658.9% | +558.4% |
| All | +65,302.9% | +636.2% | +64,666.7% | +25,409.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling