+127.6%
NOK vs UDR
+47.3%
+80.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | +8.7% | -3.4% | +12.1% | +9.9% |
| 30D | +12.5% | -5.4% | +17.9% | +14.4% |
| 3M | -20.7% | -10.0% | -10.8% | -18.5% |
| 6M | +36.2% | -2.5% | +38.7% | +36.1% |
| YTD | +64.1% | -1.1% | +65.3% | +62.9% |
| 1Y | +132.4% | -3.9% | +136.3% | +132.2% |
| 3Y | +182.9% | +3.4% | +179.4% | +172.2% |
| 5Y | +102.8% | -18.9% | +121.7% | +109.7% |
| All | +127.6% | +47.3% | +80.3% | +105.0% |
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