+1,682.3%
NOK vs UDR
+1,393.6%
+288.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.5% |
| 7D | +7.3% | -2.1% | +9.3% | +8.1% |
| 30D | +13.8% | -5.6% | +19.4% | +16.1% |
| 3M | -27.0% | -5.8% | -21.2% | -25.9% |
| 6M | +37.6% | -1.1% | +38.7% | +37.1% |
| YTD | +64.6% | +1.6% | +63.0% | +62.0% |
| 1Y | +132.0% | -2.7% | +134.7% | +131.1% |
| 3Y | +183.7% | +6.3% | +177.4% | +170.3% |
| 5Y | +101.3% | -19.3% | +120.6% | +110.5% |
| 10Y | +122.4% | +46.0% | +76.4% | +77.5% |
| All | +1,682.3% | +1,393.6% | +288.7% | +476.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling