+327.1%
NET vs UDR
+4.2%
+322.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -7.0% | -2.0% | -5.0% | -6.3% |
| 30D | -4.8% | -5.2% | +0.4% | -3.0% |
| 3M | +3.8% | -5.8% | +9.6% | +5.6% |
| 6M | +50.0% | -1.7% | +51.7% | +49.6% |
| YTD | +41.5% | +2.4% | +39.1% | +38.2% |
| 1Y | +32.8% | -2.1% | +34.9% | +32.6% |
| All | +327.1% | +4.2% | +322.8% | +329.4% |
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