+5,093.9%
NI vs UDR
+2,798.0%
+2,295.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | 0.0% |
| 7D | +1.3% | -3.3% | +4.5% | +2.3% |
| 30D | -0.3% | -5.6% | +5.4% | +1.4% |
| 3M | -9.5% | -9.4% | 0.0% | -6.9% |
| 6M | -10.2% | -3.0% | -7.3% | -9.6% |
| YTD | +1.8% | -0.4% | +2.2% | +1.5% |
| 1Y | +5.7% | -5.1% | +10.8% | +6.8% |
| 3Y | +69.6% | +4.2% | +65.4% | +65.8% |
| 5Y | +95.8% | -19.5% | +115.3% | +105.1% |
| 10Y | +145.1% | +47.9% | +97.2% | +117.6% |
| All | +5,093.9% | +2,798.0% | +2,295.8% | +2,605.8% |
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