+575.6%
NUE vs UDR
+47.2%
+528.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | -0.6% | -3.5% | +2.8% | +1.1% |
| 30D | -4.6% | -5.3% | +0.8% | -2.2% |
| 3M | -0.3% | -9.5% | +9.2% | +4.1% |
| 6M | +51.9% | -0.7% | +52.5% | +51.3% |
| YTD | +60.0% | -1.2% | +61.2% | +59.6% |
| 1Y | +82.9% | -5.7% | +88.6% | +86.2% |
| 3Y | +66.0% | +3.7% | +62.2% | +58.7% |
| 5Y | +149.0% | -18.9% | +167.9% | +165.8% |
| All | +575.6% | +47.2% | +528.4% | +491.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling