+112.5%
NET vs UDR
-19.6%
+132.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -7.0% | -2.0% | -5.0% | -5.5% |
| 30D | -4.8% | -5.2% | +0.4% | -1.0% |
| 3M | +3.8% | -5.8% | +9.6% | +7.7% |
| 6M | +50.0% | -1.7% | +51.7% | +48.8% |
| YTD | +41.5% | +2.4% | +39.1% | +34.8% |
| 1Y | +32.8% | -2.1% | +34.9% | +30.7% |
| 3Y | +335.9% | +4.2% | +331.7% | +282.5% |
| All | +112.5% | -19.6% | +132.1% | +138.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling