+69.4%
NTNX vs UDR
-3.1%
+72.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -2.2% |
| 7D | -3.9% | -3.4% | -0.5% | -3.4% |
| 30D | +1.7% | -5.4% | +7.1% | +2.3% |
| 3M | +31.7% | -10.0% | +41.7% | +33.2% |
| 6M | +69.4% | -2.5% | +71.9% | +80.6% |
| All | +69.4% | -3.1% | +72.5% | +80.6% |
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