+322.4%
NET vs UDR
+27.6%
+294.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -3.5% |
| 7D | -16.4% | +7.2% | -23.6% | -18.0% |
| 30D | -25.8% | +10.5% | -36.3% | -27.9% |
| 3M | -11.5% | -2.3% | -9.3% | -11.1% |
| 6M | +18.9% | +4.0% | +14.9% | +16.5% |
| YTD | +35.2% | +5.6% | +29.6% | +31.4% |
| 1Y | +14.5% | +13.0% | +1.4% | +7.9% |
| All | +322.4% | +27.6% | +294.8% | +268.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling