+212.4%
NXPI vs UDR
+54.6%
+157.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.2% |
| 7D | +6.8% | -0.4% | +7.1% | +7.0% |
| 30D | +20.0% | +7.8% | +12.3% | +15.6% |
| 3M | +14.8% | -2.8% | +17.6% | +16.2% |
| 6M | -10.5% | -1.4% | -9.0% | -10.8% |
| YTD | +23.7% | +3.4% | +20.3% | +20.0% |
| 1Y | +34.1% | +9.9% | +24.2% | +25.8% |
| 3Y | +51.2% | +28.5% | +22.7% | +30.8% |
| 5Y | +33.4% | -20.5% | +53.9% | +44.6% |
| All | +212.4% | +54.6% | +157.8% | +182.2% |
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 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