-91.7%
NIO vs UDR
-18.9%
-72.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.2% | +7.1% | +6.6% |
| 7D | +5.6% | +3.0% | +2.6% | +3.8% |
| 30D | -4.2% | +10.3% | -14.5% | -9.6% |
| 3M | -26.3% | -2.9% | -23.4% | -25.3% |
| 6M | -42.5% | +0.3% | -42.9% | -43.4% |
| YTD | -33.5% | +3.8% | -37.3% | -36.3% |
| 1Y | -52.7% | +12.7% | -65.4% | -57.1% |
| 3Y | -57.5% | +27.6% | -85.0% | -67.2% |
| All | -91.7% | -18.9% | -72.8% | -91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling