-54.6%
NIO vs UDR
+26.4%
-81.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.2% | +7.1% | +6.3% |
| 7D | +5.6% | +3.0% | +2.6% | +4.7% |
| 30D | -4.2% | +10.3% | -14.5% | -6.9% |
| 3M | -26.3% | -2.9% | -23.4% | -25.8% |
| 6M | -42.5% | +0.3% | -42.9% | -43.1% |
| YTD | -33.5% | +3.8% | -37.3% | -35.1% |
| 1Y | -52.7% | +12.7% | -65.4% | -55.2% |
| All | -54.6% | +26.4% | -81.0% | -61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling