+2,771.1%
NOW vs UDR
+139.1%
+2,632.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -2.4% | -2.0% | -0.4% | -1.6% |
| 30D | +20.5% | -5.2% | +25.7% | +22.9% |
| 3M | +18.3% | -5.8% | +24.1% | +21.1% |
| 6M | +24.1% | -1.7% | +25.8% | +24.2% |
| YTD | -7.8% | +2.4% | -10.2% | -9.4% |
| 1Y | -21.4% | -2.1% | -19.3% | -21.5% |
| 3Y | +19.5% | +4.2% | +15.3% | +14.8% |
| 5Y | +4.1% | -20.0% | +24.1% | +10.4% |
| 10Y | +826.4% | +44.6% | +781.8% | +665.4% |
| All | +2,771.1% | +139.1% | +2,632.0% | +1,798.2% |
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 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