-49.7%
NRG vs UDR
+14.9%
-64.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +3.6% | -17.1% | -13.1% |
| 7D | -13.7% | +7.2% | -21.0% | -13.4% |
| 30D | -13.6% | +10.5% | -24.0% | -13.4% |
| 3M | -28.5% | -2.3% | -26.2% | -28.3% |
| 6M | -45.8% | +4.0% | -49.8% | -46.1% |
| YTD | -46.9% | +5.6% | -52.6% | -46.8% |
| 1Y | -49.7% | +13.0% | -62.7% | -48.5% |
| All | -49.7% | +14.9% | -64.6% | -48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling