+12.3%
NOW vs UDR
+0.4%
+11.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.4% | +3.2% |
| 7D | -5.6% | -1.8% | -3.8% | -5.5% |
| 30D | -26.8% | +7.9% | -34.7% | -27.1% |
| 3M | -19.4% | -0.8% | -18.6% | -19.0% |
| 6M | +12.3% | 0.0% | +12.3% | +29.0% |
| All | +12.3% | +0.4% | +11.9% | +29.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling