+2,490.2%
NVDL vs UDR
-0.7%
+2,490.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -10.3% | -3.5% | -6.9% | -9.7% |
| 30D | -7.1% | -5.3% | -1.8% | -6.3% |
| 3M | +6.6% | -9.5% | +16.1% | +8.2% |
| 6M | +21.1% | -0.7% | +21.7% | +19.3% |
| YTD | +15.2% | -1.2% | +16.4% | +13.8% |
| 1Y | +18.8% | -5.7% | +24.5% | +19.2% |
| 3Y | +649.9% | +3.7% | +646.2% | +626.5% |
| All | +2,490.2% | -0.7% | +2,490.8% | +2,437.8% |
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