+51,846.2%
NFLX vs UDR
+643.6%
+51,202.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.1% |
| 7D | -2.0% | -0.4% | -1.6% | -1.9% |
| 30D | -11.9% | +7.8% | -19.7% | -13.9% |
| 3M | -20.6% | -2.8% | -17.8% | -19.9% |
| 6M | -29.0% | -1.4% | -27.6% | -28.8% |
| YTD | -33.7% | +3.4% | -37.1% | -34.7% |
| 1Y | -46.2% | +9.9% | -56.0% | -47.9% |
| 3Y | +39.8% | +28.5% | +11.3% | +27.1% |
| 5Y | -9.0% | -20.5% | +11.5% | -5.2% |
| 10Y | +441.5% | +54.2% | +387.2% | +335.3% |
| All | +51,846.2% | +643.6% | +51,202.6% | +20,100.0% |
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