+803.3%
NVDX vs UDR
+10.9%
+792.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -10.2% | -3.5% | -6.7% | -9.9% |
| 30D | -7.3% | -5.3% | -2.0% | -7.0% |
| 3M | +5.5% | -9.5% | +15.1% | +6.3% |
| 6M | +18.3% | -0.7% | +18.9% | +16.4% |
| YTD | +11.4% | -1.2% | +12.6% | +10.0% |
| 1Y | +12.7% | -5.7% | +18.4% | +13.0% |
| All | +803.3% | +10.9% | +792.5% | +789.5% |
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