+140.2%
NI vs UDR
+47.3%
+93.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | -0.6% | -3.4% | +2.8% | +1.2% |
| 30D | -1.4% | -5.4% | +4.0% | +1.5% |
| 3M | -10.6% | -10.0% | -0.6% | -5.7% |
| 6M | -9.9% | -2.5% | -7.4% | -9.2% |
| YTD | +1.2% | -1.1% | +2.3% | +0.8% |
| 1Y | +4.4% | -3.9% | +8.3% | +5.4% |
| 3Y | +68.6% | +3.4% | +65.2% | +60.3% |
| 5Y | +98.0% | -18.9% | +116.9% | +111.7% |
| All | +140.2% | +47.3% | +93.0% | +82.2% |
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