-37.4%
NIO vs UDR
-5.5%
-31.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.2% |
| 7D | -7.3% | -3.4% | -3.9% | -7.3% |
| 30D | -22.5% | -5.4% | -17.1% | -22.6% |
| 3M | -30.9% | -10.0% | -20.9% | -31.1% |
| 6M | -37.2% | -2.5% | -34.7% | -38.5% |
| YTD | -29.8% | -1.1% | -28.7% | -30.6% |
| 1Y | -37.4% | -3.9% | -33.5% | -39.1% |
| All | -37.4% | -5.5% | -31.9% | -39.1% |
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