+790.9%
NOW vs UDR
+44.7%
+746.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.6% |
| 7D | -4.1% | -3.3% | -0.9% | -2.9% |
| 30D | +2.9% | -5.6% | +8.5% | +5.1% |
| 3M | +22.6% | -9.4% | +32.0% | +27.3% |
| 6M | +7.5% | -3.0% | +10.5% | +8.2% |
| YTD | -14.4% | -0.4% | -14.0% | -15.0% |
| 1Y | -29.8% | -5.1% | -24.6% | -29.0% |
| 3Y | +9.2% | +4.2% | +5.0% | +5.0% |
| 5Y | +0.8% | -19.5% | +20.3% | +6.6% |
| 10Y | +790.9% | +47.9% | +743.0% | +718.2% |
| All | +790.9% | +44.7% | +746.3% | +718.2% |
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 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