-99.1%
NVD vs UDR
+3.4%
-102.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +4.4% |
| 7D | +9.0% | -3.4% | +12.4% | +8.6% |
| 30D | -5.5% | -5.4% | 0.0% | -6.0% |
| 3M | -24.6% | -10.0% | -14.7% | -25.6% |
| 6M | -42.1% | -2.5% | -39.5% | -41.6% |
| YTD | -44.3% | -1.1% | -43.2% | -43.7% |
| 1Y | -54.2% | -3.9% | -50.3% | -54.4% |
| All | -99.1% | +3.4% | -102.5% | -99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling