+67.9%
NI vs UDR
+3.3%
+64.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | 0.0% | -3.5% | +3.5% | +1.4% |
| 30D | -1.4% | -5.3% | +3.9% | +0.7% |
| 3M | -10.6% | -9.5% | -1.0% | -7.1% |
| 6M | -9.3% | -0.7% | -8.7% | -9.5% |
| YTD | +1.1% | -1.2% | +2.3% | +0.7% |
| 1Y | +3.4% | -5.7% | +9.1% | +5.1% |
| 3Y | +67.9% | +3.7% | +64.1% | +66.6% |
| All | +67.9% | +3.3% | +64.6% | +66.6% |
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