-43.9%
NIO vs UDR
+17.8%
-61.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.6% |
| 7D | -4.1% | -3.3% | -0.9% | -2.9% |
| 30D | -23.2% | -5.6% | -17.6% | -21.5% |
| 3M | -29.9% | -9.4% | -20.5% | -27.4% |
| 6M | -25.1% | -3.0% | -22.1% | -24.8% |
| YTD | -27.5% | -0.4% | -27.1% | -28.0% |
| 1Y | -41.1% | -5.1% | -35.9% | -40.5% |
| 3Y | -63.1% | +4.2% | -67.4% | -64.7% |
| 5Y | -90.4% | -19.5% | -70.9% | -90.0% |
| All | -43.9% | +17.8% | -61.8% | -53.4% |
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