-50.3%
NIO vs UDR
+23.0%
-73.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.8% |
| 7D | +2.8% | +2.0% | +0.8% | +2.0% |
| 30D | -8.4% | +7.9% | -16.3% | -11.2% |
| 3M | -32.0% | -1.5% | -30.5% | -31.7% |
| 6M | -43.9% | +0.9% | -44.8% | -44.6% |
| YTD | -35.7% | +4.0% | -39.7% | -37.4% |
| 1Y | -51.1% | +10.4% | -61.5% | -53.6% |
| 3Y | -54.7% | +26.9% | -81.6% | -60.0% |
| 5Y | -91.7% | -19.4% | -72.3% | -91.5% |
| All | -50.3% | +23.0% | -73.4% | -59.4% |
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