+504.4%
NOW vs UDR
+53.3%
+451.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.6% |
| 7D | -1.7% | -2.4% | +0.7% | -0.8% |
| 30D | -27.4% | +6.7% | -34.1% | -29.3% |
| 3M | -19.4% | -1.8% | -17.7% | -19.1% |
| 6M | +13.1% | -1.8% | +14.9% | +13.3% |
| YTD | -34.3% | +2.5% | -36.8% | -35.6% |
| 1Y | -41.8% | +7.9% | -49.7% | -44.1% |
| 3Y | -20.7% | +25.1% | -45.8% | -29.3% |
| 5Y | -27.2% | -21.2% | -6.0% | -22.8% |
| All | +504.4% | +53.3% | +451.1% | +462.4% |
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