-38.0%
NIO vs UDR
-1.4%
-36.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -13.0% | -2.0% | -11.0% | -13.0% |
| 30D | -18.3% | -5.2% | -13.1% | -18.3% |
| 3M | -33.2% | -5.8% | -27.4% | -33.3% |
| 6M | -21.5% | -1.7% | -19.8% | -23.0% |
| YTD | -25.5% | +2.4% | -27.9% | -26.6% |
| 1Y | -38.0% | -2.1% | -35.9% | -38.0% |
| All | -38.0% | -1.4% | -36.6% | -38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling