-74.8%
NKE vs UDR
-20.1%
-54.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.6% |
| 7D | -5.5% | -3.4% | -2.2% | -4.0% |
| 30D | -10.4% | -5.4% | -5.0% | -8.0% |
| 3M | -15.8% | -10.0% | -5.8% | -11.6% |
| 6M | -33.4% | -2.5% | -30.9% | -32.9% |
| YTD | -41.0% | -1.1% | -39.9% | -41.0% |
| 1Y | -49.1% | -3.9% | -45.2% | -48.4% |
| 3Y | -59.8% | +3.4% | -63.2% | -61.5% |
| All | -74.8% | -20.1% | -54.7% | -73.1% |
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 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