+45.4%
NU vs UDR
-28.1%
+73.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.5% |
| 7D | -4.2% | -3.4% | -0.8% | -2.5% |
| 30D | +10.0% | -5.4% | +15.5% | +13.3% |
| 3M | +29.3% | -10.0% | +39.2% | +36.0% |
| 6M | +0.9% | -2.5% | +3.5% | +1.4% |
| YTD | -10.3% | -1.1% | -9.2% | -11.2% |
| 1Y | -3.2% | -3.9% | +0.7% | -2.7% |
| 3Y | +120.6% | +3.4% | +117.1% | +107.2% |
| All | +45.4% | -28.1% | +73.5% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling