-99.2%
NVD vs UDR
+7.2%
-106.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +3.8% |
| 7D | -7.7% | -2.1% | -5.6% | -7.9% |
| 30D | -5.8% | -5.6% | -0.2% | -6.5% |
| 3M | -23.2% | -5.8% | -17.4% | -23.7% |
| 6M | -49.7% | -1.1% | -48.6% | -49.4% |
| YTD | -47.7% | +1.6% | -49.3% | -47.0% |
| 1Y | -61.3% | -2.7% | -58.7% | -61.7% |
| 3Y | -99.2% | +6.3% | -105.5% | -99.2% |
| All | -99.2% | +7.2% | -106.4% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling