+32,286.4%
NVO vs UDR
+2,798.0%
+29,488.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.6% | -1.0% |
| 7D | -4.7% | -3.3% | -1.5% | -4.1% |
| 30D | -5.4% | -5.6% | +0.2% | -4.4% |
| 3M | +7.0% | -9.4% | +16.4% | +9.0% |
| 6M | +17.6% | -3.0% | +20.6% | +18.2% |
| YTD | -8.0% | -0.4% | -7.7% | -8.1% |
| 1Y | -13.8% | -5.1% | -8.7% | -13.2% |
| 3Y | -50.3% | +4.2% | -54.5% | -51.0% |
| 5Y | +0.7% | -19.5% | +20.2% | +3.2% |
| 10Y | +155.6% | +47.9% | +107.7% | +128.6% |
| All | +32,286.4% | +2,798.0% | +29,488.4% | +19,991.5% |
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 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